-47.4%
NKE vs FIG
-56.9%
+9.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.6% |
| 7D | -2.0% | -16.3% | +14.3% | -0.7% |
| 30D | -8.6% | -14.3% | +5.7% | -7.9% |
| 3M | -11.0% | +7.2% | -18.2% | -12.3% |
| 6M | -33.2% | -18.6% | -14.6% | -33.5% |
| YTD | -38.1% | -35.5% | -2.7% | -39.2% |
| 1Y | -47.4% | -55.8% | +8.4% | -45.8% |
| All | -47.4% | -56.9% | +9.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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