-60.0%
NKE vs FGI
0.0%
-60.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +14.9% | -3.2% | +18.1% | +14.9% |
| 3M | -3.4% | +64.1% | -67.5% | -3.4% |
| 6M | -7.9% | +17.2% | -25.1% | -8.1% |
| YTD | -35.8% | +31.6% | -67.3% | -35.3% |
| 1Y | -32.6% | +45.1% | -77.6% | -31.9% |
| 3Y | -60.0% | -2.0% | -58.1% | -58.6% |
| All | -60.0% | 0.0% | -60.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling