-47.6%
NKE vs FGI
+93.3%
-140.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -2.3% | +14.7% | -17.0% | -2.4% |
| 30D | -10.4% | +67.0% | -77.3% | -10.9% |
| 3M | -15.5% | +31.0% | -46.5% | -16.0% |
| 6M | -32.6% | +126.8% | -159.4% | -32.6% |
| YTD | -39.8% | +35.6% | -75.4% | -39.7% |
| 1Y | -47.6% | +108.9% | -156.5% | -47.2% |
| All | -47.6% | +93.3% | -140.8% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling