-70.0%
NKE vs FGI
-70.0%
0.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 6M | -7.9% | +17.2% | -25.1% | -8.6% |
| YTD | -35.8% | +31.6% | -67.3% | -36.2% |
| 1Y | -32.6% | +45.1% | -77.6% | -33.1% |
| 3Y | -60.0% | -2.0% | -58.1% | -60.3% |
| All | -70.0% | -70.0% | 0.0% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling