-31.7%
NKE vs FITB
+36.9%
-68.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.7% |
| 7D | +9.0% | +2.3% | +6.7% | +8.1% |
| 30D | +19.2% | +7.7% | +11.5% | +16.2% |
| 3M | -1.5% | -4.5% | +3.0% | -0.2% |
| 6M | -4.2% | +12.5% | -16.7% | -9.1% |
| YTD | -34.8% | +19.8% | -54.5% | -39.9% |
| 1Y | -31.7% | +34.1% | -65.8% | -40.6% |
| All | -31.7% | +36.9% | -68.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling