-47.4%
NKE vs FN
+17.1%
-64.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -2.1% |
| 30D | -8.6% | -22.0% | +13.4% | -10.1% |
| 3M | -11.0% | -43.0% | +32.0% | -12.7% |
| 6M | -33.2% | -27.7% | -5.5% | -34.5% |
| YTD | -38.1% | -10.5% | -27.6% | -39.0% |
| 1Y | -47.4% | +12.5% | -59.8% | -51.3% |
| All | -47.4% | +17.1% | -64.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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