+5,871.1%
NKE vs FISV
+10,150.0%
-4,278.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -5.5% | -7.2% | +1.7% | -3.7% |
| 30D | -10.4% | -7.2% | -3.2% | -8.7% |
| 3M | -15.8% | -8.2% | -7.6% | -14.3% |
| 6M | -33.4% | -17.7% | -15.7% | -30.4% |
| YTD | -41.0% | -27.2% | -13.8% | -36.4% |
| 1Y | -49.1% | -63.0% | +13.9% | -36.9% |
| 3Y | -59.8% | -59.8% | 0.0% | -52.7% |
| 5Y | -75.5% | -55.8% | -19.7% | -72.0% |
| 10Y | -23.5% | -2.4% | -21.0% | -29.1% |
| All | +5,871.1% | +10,150.0% | -4,278.9% | +2,010.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling