-21.6%
NKE vs FICO
+607.5%
-629.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.1% | -15.4% | +15.4% | +4.6% |
| 30D | -7.7% | -10.4% | +2.7% | -5.2% |
| 3M | -10.9% | -22.7% | +11.8% | -5.3% |
| 6M | -31.9% | -36.8% | +4.9% | -23.9% |
| YTD | -38.6% | -44.8% | +6.2% | -28.6% |
| 1Y | -46.9% | -39.3% | -7.6% | -41.0% |
| 3Y | -58.2% | +3.7% | -61.9% | -64.5% |
| 5Y | -74.0% | +101.7% | -175.8% | -83.8% |
| 10Y | -21.6% | +602.8% | -624.3% | -73.2% |
| All | -21.6% | +607.5% | -629.1% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling