-75.5%
NKE vs FDX
+62.9%
-138.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -5.5% | -3.9% | -1.7% | -4.1% |
| 30D | -10.4% | -3.3% | -7.1% | -9.3% |
| 3M | -15.8% | -2.0% | -13.8% | -15.4% |
| 6M | -33.4% | +8.0% | -41.5% | -35.9% |
| YTD | -41.0% | +35.0% | -76.0% | -48.2% |
| 1Y | -49.1% | +73.7% | -122.7% | -59.7% |
| 3Y | -59.8% | +61.6% | -121.4% | -69.0% |
| 5Y | -75.5% | +65.4% | -140.8% | -82.9% |
| All | -75.5% | +62.9% | -138.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling