+174.8%
NKE vs FN
+3,620.5%
-3,445.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.4% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -8.6% | -22.0% | +13.4% | -6.3% |
| 3M | -11.0% | -43.0% | +32.0% | -5.8% |
| 6M | -33.2% | -27.7% | -5.5% | -32.7% |
| YTD | -38.1% | -10.5% | -27.6% | -40.2% |
| 1Y | -47.4% | +12.5% | -59.8% | -51.4% |
| 3Y | -59.8% | +153.8% | -213.6% | -69.0% |
| 5Y | -74.2% | +288.0% | -362.2% | -81.9% |
| 10Y | -23.5% | +906.4% | -929.9% | -54.2% |
| All | +174.8% | +3,620.5% | -3,445.8% | +38.8% |
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