-12.5%
NKE vs FIVE
+504.2%
-516.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.6% | +2.7% | -4.2% | -2.3% |
| 30D | +7.6% | +12.7% | -5.0% | +3.8% |
| 3M | -6.9% | +2.1% | -8.9% | -7.8% |
| 6M | -8.5% | +17.5% | -26.0% | -13.9% |
| YTD | -38.8% | +31.0% | -69.8% | -44.8% |
| 1Y | -40.6% | +67.7% | -108.3% | -50.5% |
| 3Y | -60.9% | +43.4% | -104.3% | -68.4% |
| 5Y | -75.4% | +18.1% | -93.5% | -79.6% |
| All | -12.5% | +504.2% | -516.7% | -53.2% |
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