-60.9%
NKE vs FN
+96.4%
-157.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +0.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | +7.6% | -16.5% | +24.2% | +8.0% |
| 3M | -6.9% | -42.1% | +35.2% | -5.5% |
| 6M | -8.5% | -52.9% | +44.4% | -6.1% |
| YTD | -38.8% | -28.0% | -10.8% | -40.6% |
| 1Y | -40.6% | -18.5% | -22.1% | -43.4% |
| 3Y | -60.9% | +93.9% | -154.8% | -68.9% |
| All | -60.9% | +96.4% | -157.3% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling