-74.9%
NKE vs FE
+46.0%
-121.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -15.5% | +1.7% | -17.1% | -16.0% |
| 6M | -32.6% | -7.5% | -25.2% | -31.3% |
| YTD | -39.8% | +6.3% | -46.1% | -41.3% |
| 1Y | -47.6% | +10.9% | -58.4% | -49.6% |
| 3Y | -59.0% | +46.9% | -105.9% | -65.0% |
| 5Y | -74.9% | +47.6% | -122.5% | -78.2% |
| All | -74.9% | +46.0% | -121.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling