-70.9%
NKE vs FGI
-70.0%
-0.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +11.4% | -3.4% | +14.8% | +11.4% |
| 3M | -7.2% | +61.8% | -69.0% | -8.0% |
| 6M | -10.7% | +17.0% | -27.7% | -11.4% |
| YTD | -37.7% | +31.4% | -69.1% | -38.1% |
| 1Y | -34.3% | +42.7% | -77.0% | -34.9% |
| 3Y | -60.9% | -0.1% | -60.8% | -61.2% |
| All | -70.9% | -70.0% | -0.9% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling