-75.5%
NKE vs FFIV
+95.0%
-170.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -5.5% | +1.6% | -7.2% | -6.2% |
| 30D | -10.4% | -3.7% | -6.7% | -9.5% |
| 3M | -15.8% | +2.0% | -17.8% | -17.3% |
| 6M | -33.4% | +39.3% | -72.7% | -43.4% |
| YTD | -41.0% | +56.1% | -97.1% | -52.7% |
| 1Y | -49.1% | +22.0% | -71.0% | -54.5% |
| 3Y | -59.8% | +148.2% | -208.0% | -75.1% |
| 5Y | -75.5% | +96.3% | -171.8% | -83.7% |
| All | -75.5% | +95.0% | -170.5% | -83.7% |
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