-21.6%
NKE vs FN
+882.3%
-903.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -0.1% | +3.5% | -3.6% | -0.6% |
| 30D | -7.7% | -26.0% | +18.3% | -4.4% |
| 3M | -10.9% | -33.3% | +22.3% | -7.2% |
| 6M | -31.9% | -14.9% | -16.9% | -33.4% |
| YTD | -38.6% | -8.6% | -30.1% | -41.5% |
| 1Y | -46.9% | +12.3% | -59.2% | -52.1% |
| 3Y | -58.2% | +174.4% | -232.6% | -70.9% |
| 5Y | -74.0% | +296.4% | -370.4% | -84.1% |
| 10Y | -21.6% | +890.0% | -911.6% | -61.5% |
| All | -21.6% | +882.3% | -903.9% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling