-74.1%
NKE vs FN
+289.0%
-363.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -8.6% | -22.0% | +13.4% | -6.8% |
| 3M | -11.0% | -43.0% | +32.0% | -6.4% |
| 6M | -33.2% | -27.7% | -5.5% | -33.2% |
| YTD | -38.1% | -10.5% | -27.6% | -40.8% |
| 1Y | -47.4% | +12.5% | -59.8% | -52.4% |
| 3Y | -59.8% | +153.8% | -213.6% | -71.8% |
| All | -74.1% | +289.0% | -363.2% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling