-48.9%
NKE vs FLEX
+101.0%
-149.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +0.7% |
| 7D | -4.2% | +5.7% | -9.9% | -4.0% |
| 30D | -8.2% | -7.0% | -1.2% | -8.3% |
| 3M | -19.1% | -23.8% | +4.7% | -19.0% |
| 6M | -32.6% | +82.6% | -115.3% | -34.4% |
| YTD | -40.7% | +91.6% | -132.3% | -42.6% |
| 1Y | -48.9% | +100.6% | -149.4% | -52.4% |
| All | -48.9% | +101.0% | -149.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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