-74.7%
NKE vs FLR
+238.1%
-312.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -4.2% | -3.5% | -0.7% | -3.6% |
| 30D | -8.2% | +4.2% | -12.4% | -8.9% |
| 3M | -19.1% | +8.1% | -27.2% | -20.8% |
| 6M | -32.6% | +21.5% | -54.2% | -35.9% |
| YTD | -40.7% | +36.8% | -77.5% | -44.9% |
| 1Y | -48.9% | +31.2% | -80.1% | -52.3% |
| 3Y | -59.2% | +53.9% | -113.1% | -65.5% |
| All | -74.7% | +238.1% | -312.8% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling