+636.1%
NKE vs FIX
+12,471.5%
-11,835.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -2.0% | +6.0% | -8.0% | -2.9% |
| 30D | -8.6% | -7.2% | -1.3% | -7.8% |
| 3M | -11.0% | -15.9% | +4.8% | -9.6% |
| 6M | -33.2% | +12.7% | -46.0% | -35.9% |
| YTD | -38.1% | +72.8% | -110.9% | -45.0% |
| 1Y | -47.4% | +122.9% | -170.3% | -55.6% |
| 3Y | -59.8% | +774.3% | -834.1% | -74.4% |
| 5Y | -74.2% | +2,049.5% | -2,123.7% | -86.0% |
| 10Y | -23.5% | +5,821.5% | -5,844.9% | -66.1% |
| All | +636.1% | +12,471.5% | -11,835.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling