-58.6%
NKE vs FLEX
+465.7%
-524.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -2.3% | +6.4% | -8.7% | -2.7% |
| 30D | -10.4% | -5.9% | -4.5% | -10.1% |
| 3M | -15.5% | -23.5% | +8.0% | -14.2% |
| 6M | -32.6% | +83.7% | -116.4% | -40.0% |
| YTD | -39.8% | +86.5% | -126.3% | -46.9% |
| 1Y | -47.6% | +100.5% | -148.1% | -54.7% |
| All | -58.6% | +465.7% | -524.4% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling