-21.9%
NKE vs FIX
+5,928.8%
-5,950.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.6% |
| 7D | -2.3% | +3.5% | -5.9% | -3.0% |
| 30D | -10.4% | -3.5% | -6.8% | -10.1% |
| 3M | -15.5% | -11.8% | -3.7% | -14.7% |
| 6M | -32.6% | +17.8% | -50.4% | -36.9% |
| YTD | -39.8% | +73.3% | -113.1% | -48.9% |
| 1Y | -47.6% | +128.1% | -175.7% | -58.9% |
| 3Y | -59.0% | +772.7% | -831.7% | -79.4% |
| 5Y | -74.9% | +2,166.5% | -2,241.4% | -90.7% |
| 10Y | -21.9% | +6,034.5% | -6,056.4% | -77.1% |
| All | -21.9% | +5,928.8% | -5,950.8% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling