-13.0%
NKE vs FIX
+3,612.7%
-3,625.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.9% |
| 7D | -4.6% | +16.9% | -21.5% | -7.3% |
| 30D | +6.9% | -30.6% | +37.5% | +13.2% |
| 3M | -5.8% | -35.1% | +29.3% | +0.4% |
| 6M | -9.1% | -44.0% | +34.9% | -1.4% |
| YTD | -39.2% | +21.0% | -60.2% | -45.7% |
| 1Y | -39.2% | +16.2% | -55.4% | -45.5% |
| 3Y | -61.8% | +506.9% | -568.7% | -80.0% |
| 5Y | -75.5% | +1,051.1% | -1,126.6% | -89.8% |
| All | -13.0% | +3,612.7% | -3,625.7% | -74.8% |
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