+6,112.4%
NKE vs FITB
+2,836.2%
+3,276.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.1% | +2.8% | -2.9% | -0.7% |
| 30D | -7.7% | -4.5% | -3.1% | -6.8% |
| 3M | -10.9% | +5.7% | -16.6% | -12.1% |
| 6M | -31.9% | +17.1% | -49.0% | -34.4% |
| YTD | -38.6% | +18.3% | -57.0% | -41.0% |
| 1Y | -46.9% | +23.9% | -70.8% | -49.6% |
| 3Y | -58.2% | +131.1% | -189.3% | -65.5% |
| 5Y | -74.0% | +71.1% | -145.1% | -77.4% |
| 10Y | -21.6% | +283.9% | -305.4% | -44.6% |
| All | +6,112.4% | +2,836.2% | +3,276.2% | +1,611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling