-60.9%
NKE vs FLEX
+281.5%
-342.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | -1.6% | +7.5% | -9.0% | -1.9% |
| 30D | +7.6% | -25.3% | +32.9% | +9.0% |
| 3M | -6.9% | -39.7% | +32.8% | -4.5% |
| 6M | -8.5% | -47.9% | +39.3% | -5.7% |
| YTD | -38.8% | +24.1% | -62.9% | -45.4% |
| 1Y | -40.6% | +26.0% | -66.5% | -47.4% |
| 3Y | -60.9% | +282.7% | -343.6% | -71.6% |
| All | -60.9% | +281.5% | -342.4% | -71.6% |
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