-47.4%
NKE vs FLR
+31.2%
-78.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.8% |
| 7D | -2.0% | +5.4% | -7.4% | -2.3% |
| 30D | -8.6% | +11.4% | -20.0% | -9.4% |
| 3M | -11.0% | +11.4% | -22.4% | -12.2% |
| 6M | -33.2% | +16.6% | -49.9% | -35.2% |
| YTD | -38.1% | +41.7% | -79.8% | -42.3% |
| 1Y | -47.4% | +35.4% | -82.8% | -51.3% |
| All | -47.4% | +31.2% | -78.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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