-60.9%
NKE vs FDX
+74.4%
-135.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -1.6% | +5.2% | -6.7% | -3.3% |
| 30D | +7.6% | +11.3% | -3.7% | +3.8% |
| 3M | -6.9% | -4.1% | -2.8% | -5.6% |
| 6M | -8.5% | +9.6% | -18.2% | -11.6% |
| YTD | -38.8% | +40.9% | -79.7% | -45.9% |
| 1Y | -40.6% | +53.0% | -93.6% | -49.0% |
| 3Y | -60.9% | +74.1% | -135.0% | -70.1% |
| All | -60.9% | +74.4% | -135.4% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling