-24.0%
NKE vs FITB
+290.8%
-314.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | -5.7% | -2.5% | -6.3% |
| 3M | -19.1% | +3.2% | -22.2% | -20.2% |
| 6M | -32.6% | +23.4% | -56.0% | -37.9% |
| YTD | -40.7% | +18.8% | -59.5% | -44.7% |
| 1Y | -48.9% | +25.0% | -73.8% | -53.2% |
| 3Y | -59.2% | +131.2% | -190.4% | -70.7% |
| 5Y | -75.3% | +70.7% | -146.0% | -80.6% |
| All | -24.0% | +290.8% | -314.8% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling