-40.6%
NKE vs FIX
+15.7%
-56.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | -1.6% | +9.4% | -11.0% | -0.8% |
| 30D | +7.6% | -27.8% | +35.4% | +4.6% |
| 3M | -6.9% | -35.6% | +28.7% | -10.2% |
| 6M | -8.5% | -45.2% | +36.7% | -11.8% |
| YTD | -38.8% | +19.5% | -58.3% | -40.9% |
| 1Y | -40.6% | +24.2% | -64.8% | -43.0% |
| All | -40.6% | +15.7% | -56.3% | -43.0% |
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