-75.3%
NKE vs FFIV
+35.3%
-110.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | -1.6% | -0.5% | -1.0% | -1.4% |
| 30D | +7.6% | -32.4% | +40.0% | +21.3% |
| 3M | -6.9% | -25.7% | +18.8% | +0.7% |
| 6M | -8.5% | -13.5% | +5.0% | -8.1% |
| YTD | -38.8% | +21.1% | -59.9% | -48.0% |
| 1Y | -40.6% | +29.4% | -70.0% | -51.1% |
| 3Y | -60.9% | +94.9% | -155.8% | -74.8% |
| All | -75.3% | +35.3% | -110.7% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling