-31.7%
NKE vs FIX
+14.3%
-46.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.1% | +20.3% | +3.6% |
| 7D | +9.0% | -18.9% | +27.9% | +6.9% |
| 30D | +19.2% | -36.3% | +55.5% | +14.5% |
| 3M | -1.5% | -38.5% | +37.0% | -5.5% |
| 6M | -4.2% | -42.3% | +38.1% | -8.2% |
| YTD | -34.8% | +17.1% | -51.9% | -35.6% |
| 1Y | -31.7% | +14.4% | -46.1% | -32.0% |
| All | -31.7% | +14.3% | -46.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling