-24.0%
NKE vs FISV
+3.1%
-27.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.4% |
| 7D | -4.2% | -2.7% | -1.5% | -3.3% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -19.1% | -2.8% | -16.3% | -18.9% |
| 6M | -32.6% | -11.8% | -20.8% | -30.4% |
| YTD | -40.7% | -23.2% | -17.5% | -35.9% |
| 1Y | -48.9% | -62.0% | +13.1% | -32.6% |
| 3Y | -59.2% | -57.6% | -1.6% | -53.3% |
| 5Y | -75.3% | -53.4% | -21.9% | -73.7% |
| All | -24.0% | +3.1% | -27.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling