-24.0%
NKE vs FFIV
+249.4%
-273.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.8% |
| 7D | -4.2% | +5.4% | -9.6% | -6.2% |
| 30D | -8.2% | -2.7% | -5.5% | -7.6% |
| 3M | -19.1% | +4.5% | -23.6% | -21.3% |
| 6M | -32.6% | +42.2% | -74.8% | -42.8% |
| YTD | -40.7% | +61.3% | -102.0% | -52.5% |
| 1Y | -48.9% | +23.0% | -71.9% | -54.3% |
| 3Y | -59.2% | +156.3% | -215.5% | -73.9% |
| 5Y | -75.3% | +102.9% | -178.2% | -83.0% |
| All | -24.0% | +249.4% | -273.4% | -58.3% |
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