-12.7%
NKE vs FIX
+3,814.3%
-3,827.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.8% |
| 7D | -5.4% | +6.4% | -11.8% | -6.6% |
| 30D | +8.4% | -29.1% | +37.5% | +14.3% |
| 3M | -6.3% | -31.1% | +24.9% | -1.2% |
| 6M | -7.8% | -42.8% | +35.0% | -0.4% |
| YTD | -38.3% | +24.6% | -62.9% | -45.2% |
| 1Y | -37.3% | +21.9% | -59.3% | -44.3% |
| 3Y | -61.3% | +524.9% | -586.2% | -79.8% |
| 5Y | -74.8% | +1,092.2% | -1,167.1% | -89.6% |
| 10Y | -12.7% | +3,759.0% | -3,771.7% | -74.8% |
| All | -12.7% | +3,814.3% | -3,827.0% | -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