+176.1%
NKE vs FN
+2,887.5%
-2,711.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.7% | -14.1% | -3.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.7% |
| 30D | +12.3% | -34.3% | +46.6% | +17.4% |
| 3M | -7.1% | -39.9% | +32.7% | -2.7% |
| 6M | -10.3% | -51.8% | +41.5% | -4.7% |
| YTD | -37.8% | -28.1% | -9.7% | -38.9% |
| 1Y | -35.6% | -29.1% | -6.5% | -37.0% |
| 3Y | -61.4% | +102.4% | -163.9% | -69.7% |
| 5Y | -76.2% | +171.7% | -247.8% | -82.6% |
| 10Y | -10.7% | +773.5% | -784.2% | -46.0% |
| All | +176.1% | +2,887.5% | -2,711.4% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling