-71.4%
NKE vs FGI
-74.8%
+3.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -25.2% | +25.8% | +0.8% |
| 7D | -1.6% | -14.4% | +12.8% | -1.5% |
| 30D | +7.6% | -11.8% | +19.4% | +7.7% |
| 3M | -6.9% | -46.2% | +39.4% | -6.5% |
| 6M | -8.5% | +5.2% | -13.7% | -9.2% |
| YTD | -38.8% | +10.5% | -49.3% | -39.1% |
| 1Y | -40.6% | +25.5% | -66.1% | -41.0% |
| 3Y | -60.9% | -16.0% | -44.9% | -61.2% |
| All | -71.4% | -74.8% | +3.4% | -71.1% |
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