-74.0%
NKE vs FIX
+2,166.5%
-2,240.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.1% |
| 7D | -0.1% | +6.1% | -6.1% | -0.9% |
| 30D | -7.7% | -2.7% | -5.0% | -7.6% |
| 3M | -10.9% | -10.9% | 0.0% | -10.4% |
| 6M | -31.9% | +29.0% | -60.9% | -36.5% |
| YTD | -38.6% | +76.9% | -115.5% | -46.6% |
| 1Y | -46.9% | +130.7% | -177.7% | -56.9% |
| 3Y | -58.2% | +790.7% | -848.8% | -78.9% |
| 5Y | -74.0% | +2,185.6% | -2,259.6% | -91.8% |
| All | -74.0% | +2,166.5% | -2,240.5% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling