-48.9%
NKE vs FITB
+24.3%
-73.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.4% |
| 3M | -19.1% | +3.2% | -22.2% | -20.3% |
| 6M | -32.6% | +23.4% | -56.0% | -38.6% |
| YTD | -40.7% | +18.8% | -59.5% | -44.9% |
| 1Y | -48.9% | +25.0% | -73.8% | -55.0% |
| All | -48.9% | +24.3% | -73.2% | -55.0% |
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