-58.0%
NKE vs FN
+166.1%
-224.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.1% |
| 7D | -2.0% | -1.7% | -0.3% | -1.9% |
| 30D | -8.6% | -22.0% | +13.4% | -7.9% |
| 3M | -11.0% | -43.0% | +32.0% | -8.6% |
| 6M | -33.2% | -27.7% | -5.5% | -33.5% |
| YTD | -38.1% | -10.5% | -27.6% | -40.2% |
| 1Y | -47.4% | +12.5% | -59.8% | -51.2% |
| All | -58.0% | +166.1% | -224.1% | -67.9% |
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