+800.2%
NKE vs FE
+561.4%
+238.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | -8.6% | -1.2% | -7.4% | -8.3% |
| 3M | -11.0% | +3.5% | -14.5% | -12.1% |
| 6M | -33.2% | -6.1% | -27.2% | -32.2% |
| YTD | -38.1% | +7.6% | -45.7% | -39.7% |
| 1Y | -47.4% | +11.9% | -59.3% | -49.4% |
| 3Y | -59.8% | +48.4% | -108.2% | -64.7% |
| 5Y | -74.2% | +44.8% | -119.0% | -77.4% |
| 10Y | -23.5% | +115.9% | -139.3% | -42.0% |
| All | +800.2% | +561.4% | +238.7% | +365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling