+6,161.3%
NKE vs FDX
+4,233.7%
+1,927.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | -2.5% | +0.5% | -1.2% |
| 30D | -8.6% | +3.8% | -12.4% | -9.8% |
| 3M | -11.0% | -1.3% | -9.7% | -10.9% |
| 6M | -33.2% | +5.0% | -38.3% | -34.7% |
| YTD | -38.1% | +39.6% | -77.8% | -45.2% |
| 1Y | -47.4% | +81.1% | -128.5% | -57.4% |
| 3Y | -59.8% | +63.0% | -122.8% | -67.1% |
| 5Y | -74.2% | +65.6% | -139.8% | -79.5% |
| 10Y | -23.5% | +183.4% | -206.8% | -51.7% |
| All | +6,161.3% | +4,233.7% | +1,927.7% | +1,315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling