-11.2%
NKE vs FN
+772.0%
-783.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.7% | -2.4% |
| 7D | +0.5% | -4.1% | +4.6% | +0.7% |
| 30D | +11.4% | -28.3% | +39.7% | +15.5% |
| 3M | -7.2% | -33.9% | +26.7% | -3.6% |
| 6M | -10.7% | -43.9% | +33.2% | -6.7% |
| YTD | -37.7% | -23.4% | -14.3% | -40.0% |
| 1Y | -34.3% | -25.4% | -8.9% | -36.9% |
| 3Y | -60.9% | +107.9% | -168.8% | -71.9% |
| 5Y | -74.8% | +195.1% | -269.9% | -84.0% |
| 10Y | -11.2% | +794.1% | -805.3% | -55.6% |
| All | -11.2% | +772.0% | -783.2% | -55.6% |
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