-47.4%
NKE vs FIX
+128.3%
-175.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.8% |
| 7D | -2.0% | +6.0% | -8.0% | -1.7% |
| 30D | -8.6% | -7.2% | -1.3% | -8.9% |
| 3M | -11.0% | -15.9% | +4.8% | -11.5% |
| 6M | -33.2% | +12.7% | -46.0% | -34.2% |
| YTD | -38.1% | +72.8% | -110.9% | -39.1% |
| 1Y | -47.4% | +122.9% | -170.3% | -50.7% |
| All | -47.4% | +128.3% | -175.6% | -50.7% |
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