-12.5%
NKE vs FFIV
+118.6%
-131.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.6% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +7.6% | -32.4% | +40.0% | +22.3% |
| 3M | -6.9% | -25.7% | +18.8% | +1.4% |
| 6M | -8.5% | -13.5% | +5.0% | -7.2% |
| YTD | -38.8% | +21.1% | -59.9% | -46.9% |
| 1Y | -40.6% | +29.4% | -70.0% | -49.9% |
| 3Y | -60.9% | +94.9% | -155.8% | -73.1% |
| 5Y | -75.4% | +34.7% | -110.1% | -80.7% |
| All | -12.5% | +118.6% | -131.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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