-49.1%
NKE vs FIG
-74.0%
+24.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -5.5% | -12.2% | +6.7% | -4.8% |
| 30D | -10.4% | -11.0% | +0.5% | -10.0% |
| 3M | -15.8% | +11.9% | -27.7% | -16.9% |
| 6M | -33.4% | -21.9% | -11.5% | -33.4% |
| YTD | -41.0% | -40.8% | -0.2% | -41.1% |
| 1Y | -49.1% | -56.6% | +7.6% | -48.4% |
| All | -49.1% | -74.0% | +24.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling