-58.6%
NKE vs FDX
+59.1%
-117.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -10.4% | -4.9% | -5.5% | -8.9% |
| 3M | -15.5% | -6.5% | -9.0% | -13.8% |
| 6M | -32.6% | +6.7% | -39.3% | -34.4% |
| YTD | -39.8% | +33.9% | -73.7% | -45.7% |
| 1Y | -47.6% | +72.2% | -119.8% | -56.6% |
| All | -58.6% | +59.1% | -117.7% | -68.0% |
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