-31.7%
NKE vs FDX
+65.6%
-97.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +3.9% |
| 7D | +9.0% | +8.1% | +0.8% | +6.0% |
| 30D | +19.2% | +13.9% | +5.3% | +13.9% |
| 3M | -1.5% | +5.5% | -7.0% | -3.5% |
| 6M | -4.2% | +15.1% | -19.3% | -9.0% |
| YTD | -34.8% | +43.2% | -78.0% | -42.8% |
| 1Y | -31.7% | +65.0% | -96.7% | -45.1% |
| All | -31.7% | +65.6% | -97.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling