-74.9%
NKE vs FIX
+1,049.0%
-1,123.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +2.3% |
| 7D | +1.9% | -7.2% | +9.2% | +2.3% |
| 30D | +14.9% | -35.1% | +50.0% | +20.3% |
| 3M | -3.4% | -34.3% | +30.9% | +0.6% |
| 6M | -7.9% | -42.9% | +35.1% | -3.0% |
| YTD | -35.8% | +19.5% | -55.2% | -41.8% |
| 1Y | -32.6% | +16.8% | -49.3% | -38.9% |
| 3Y | -60.0% | +506.7% | -566.7% | -79.1% |
| 5Y | -74.9% | +1,046.7% | -1,121.6% | -91.2% |
| All | -74.9% | +1,049.0% | -1,123.9% | -91.2% |
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