-47.0%
NKE vs FIG
-73.2%
+26.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.4% |
| 7D | -0.1% | -16.4% | +16.3% | +1.0% |
| 30D | -7.7% | -2.3% | -5.3% | -7.7% |
| 3M | -10.9% | +7.8% | -18.8% | -11.9% |
| 6M | -31.9% | -21.8% | -10.0% | -31.9% |
| YTD | -38.6% | -39.1% | +0.5% | -38.9% |
| 1Y | -46.9% | -56.6% | +9.7% | -46.3% |
| All | -47.0% | -73.2% | +26.2% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling