-31.7%
NKE vs FICO
-57.1%
+25.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.4% | +5.7% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +19.2% | +1.7% | +17.6% | +18.5% |
| 3M | -1.5% | -33.0% | +31.6% | +3.4% |
| 6M | -4.2% | -33.9% | +29.7% | +0.3% |
| YTD | -34.8% | -58.5% | +23.8% | -24.2% |
| 1Y | -31.7% | -56.4% | +24.7% | -20.5% |
| All | -31.7% | -57.1% | +25.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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