+2,929.5%
NKE vs FLEX
+7,523.3%
-4,593.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -8.6% | -10.1% | +1.6% | -7.3% |
| 3M | -11.0% | -31.3% | +20.3% | -6.9% |
| 6M | -33.2% | +71.3% | -104.5% | -41.0% |
| YTD | -38.1% | +81.2% | -119.4% | -46.1% |
| 1Y | -47.4% | +98.5% | -145.9% | -55.1% |
| 3Y | -59.8% | +428.2% | -488.0% | -71.4% |
| 5Y | -74.2% | +657.3% | -731.5% | -82.8% |
| 10Y | -23.5% | +995.9% | -1,019.4% | -54.3% |
| All | +2,929.5% | +7,523.3% | -4,593.9% | +1,251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling