-31.7%
NKE vs FLR
+2.5%
-34.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.2% |
| 7D | +9.0% | +1.4% | +7.6% | +9.0% |
| 30D | +19.2% | -5.9% | +25.2% | +19.5% |
| 3M | -1.5% | -7.6% | +6.2% | -1.3% |
| 6M | -4.2% | -9.3% | +5.1% | -4.2% |
| YTD | -34.8% | +20.1% | -54.9% | -37.9% |
| 1Y | -31.7% | +3.0% | -34.7% | -33.9% |
| All | -31.7% | +2.5% | -34.2% | -33.9% |
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