-46.9%
NKE vs FICO
-39.2%
-7.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.1% | -15.4% | +15.4% | +2.3% |
| 30D | -7.7% | -10.4% | +2.7% | -6.4% |
| 3M | -10.9% | -22.7% | +11.8% | -8.1% |
| 6M | -31.9% | -36.8% | +4.9% | -28.0% |
| YTD | -38.6% | -44.8% | +6.2% | -34.4% |
| 1Y | -46.9% | -39.3% | -7.6% | -43.7% |
| All | -46.9% | -39.2% | -7.7% | -43.7% |
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