+839.8%
NKE vs FLR
+587.1%
+252.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.4% |
| 7D | -2.3% | -3.1% | +0.8% | -1.7% |
| 30D | -10.4% | +4.9% | -15.3% | -11.3% |
| 3M | -15.5% | +10.8% | -26.3% | -18.1% |
| 6M | -32.6% | +19.7% | -52.3% | -36.2% |
| YTD | -39.8% | +38.4% | -78.2% | -44.8% |
| 1Y | -47.6% | +34.7% | -82.3% | -51.8% |
| 3Y | -59.0% | +56.7% | -115.7% | -65.0% |
| 5Y | -74.9% | +241.6% | -316.6% | -82.3% |
| 10Y | -21.9% | +20.2% | -42.1% | -41.3% |
| All | +839.8% | +587.1% | +252.7% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling