-24.0%
NKE vs FE
+114.2%
-138.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | -8.2% | -1.9% | -6.3% | -7.7% |
| 3M | -19.1% | -0.2% | -18.9% | -19.2% |
| 6M | -32.6% | -7.1% | -25.6% | -31.3% |
| YTD | -40.7% | +6.1% | -46.8% | -42.1% |
| 1Y | -48.9% | +10.1% | -58.9% | -50.7% |
| 3Y | -59.2% | +46.9% | -106.1% | -64.5% |
| 5Y | -75.3% | +50.0% | -125.4% | -78.8% |
| All | -24.0% | +114.2% | -138.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling