-60.6%
NKE vs FIVE
+42.3%
-102.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | +8.4% | +17.4% | -9.0% | +4.1% |
| 3M | -6.3% | +7.0% | -13.3% | -8.1% |
| 6M | -7.8% | +20.5% | -28.3% | -12.9% |
| YTD | -38.3% | +33.1% | -71.4% | -43.6% |
| 1Y | -37.3% | +67.1% | -104.4% | -46.3% |
| All | -60.6% | +42.3% | -102.8% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling