-75.5%
NKE vs FITB
+68.4%
-143.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.5% | -1.0% | -4.6% | -5.2% |
| 30D | -10.4% | -5.5% | -4.9% | -8.6% |
| 3M | -15.8% | +4.1% | -19.9% | -17.4% |
| 6M | -33.4% | +18.7% | -52.1% | -38.1% |
| YTD | -41.0% | +18.2% | -59.2% | -45.1% |
| 1Y | -49.1% | +23.7% | -72.7% | -53.6% |
| 3Y | -59.8% | +130.8% | -190.6% | -71.8% |
| 5Y | -75.5% | +69.8% | -145.2% | -79.9% |
| All | -75.5% | +68.4% | -143.8% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling