-48.8%
NKE vs FIG
-72.7%
+23.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.2% |
| 7D | -4.2% | -3.8% | -0.4% | -3.9% |
| 30D | -8.2% | -2.3% | -5.9% | -8.2% |
| 3M | -19.1% | +20.0% | -39.0% | -20.4% |
| 6M | -32.6% | -16.7% | -16.0% | -32.9% |
| YTD | -40.7% | -37.9% | -2.8% | -41.0% |
| 1Y | -48.9% | -58.5% | +9.7% | -48.3% |
| All | -48.8% | -72.7% | +23.9% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling