+604.0%
NKE vs FFIV
+7,502.3%
-6,898.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | -7.7% | -2.7% | -5.0% | -7.5% |
| 3M | -10.9% | -1.7% | -9.3% | -11.0% |
| 6M | -31.9% | +36.1% | -68.0% | -34.7% |
| YTD | -38.6% | +52.6% | -91.3% | -42.1% |
| 1Y | -46.9% | +21.5% | -68.4% | -48.6% |
| 3Y | -58.2% | +142.7% | -200.9% | -62.8% |
| 5Y | -74.0% | +92.6% | -166.6% | -76.3% |
| 10Y | -21.6% | +225.5% | -247.0% | -32.7% |
| All | +604.0% | +7,502.3% | -6,898.3% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling