-72.5%
NKE vs FGI
-66.2%
-6.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.4% | -2.0% |
| 7D | -5.5% | +22.8% | -28.3% | -5.7% |
| 30D | -10.4% | +85.9% | -96.4% | -11.3% |
| 3M | -15.8% | +32.4% | -48.2% | -16.5% |
| 6M | -33.4% | +106.3% | -139.8% | -34.1% |
| YTD | -41.0% | +48.4% | -89.4% | -41.4% |
| 1Y | -49.1% | +116.4% | -165.4% | -49.9% |
| 3Y | -59.8% | +9.2% | -69.0% | -60.1% |
| All | -72.5% | -66.2% | -6.3% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling