-24.0%
NKE vs FDS
+64.8%
-88.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -4.2% | -14.0% | +9.8% | +1.6% |
| 30D | -8.2% | -6.2% | -2.0% | -6.0% |
| 3M | -19.1% | +10.2% | -29.2% | -22.8% |
| 6M | -32.6% | +27.4% | -60.1% | -40.7% |
| YTD | -40.7% | -9.3% | -31.5% | -39.9% |
| 1Y | -48.9% | -28.6% | -20.2% | -42.7% |
| 3Y | -59.2% | -36.8% | -22.4% | -52.2% |
| 5Y | -75.3% | -28.6% | -46.7% | -73.1% |
| All | -24.0% | +64.8% | -88.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling