-24.0%
NKE vs FIVE
+491.7%
-515.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -3.3% |
| 30D | -8.2% | +2.7% | -10.9% | -9.1% |
| 3M | -19.1% | +21.1% | -40.2% | -24.1% |
| 6M | -32.6% | +11.9% | -44.6% | -36.0% |
| YTD | -40.7% | +29.9% | -70.6% | -46.3% |
| 1Y | -48.9% | +67.8% | -116.7% | -57.5% |
| 3Y | -59.2% | +52.8% | -112.0% | -67.7% |
| 5Y | -75.3% | +31.3% | -106.7% | -80.2% |
| All | -24.0% | +491.7% | -515.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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