-9.8%
NKE vs FICO
+544.0%
-553.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.6% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +14.9% | +8.4% | +6.5% | +11.5% |
| 3M | -3.4% | -30.5% | +27.2% | +4.3% |
| 6M | -7.9% | -35.7% | +27.8% | +0.5% |
| YTD | -35.8% | -57.2% | +21.4% | -21.5% |
| 1Y | -32.6% | -58.4% | +25.8% | -16.9% |
| 3Y | -60.0% | -24.8% | -35.2% | -63.2% |
| 5Y | -74.9% | +79.3% | -154.1% | -84.4% |
| 10Y | -9.8% | +531.6% | -541.4% | -70.2% |
| All | -9.8% | +544.0% | -553.7% | -70.2% |
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