+185.4%
NKE vs FN
+3,241.9%
-3,056.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.9% | -8.5% | +1.9% |
| 7D | +1.9% | +16.3% | -14.3% | -0.4% |
| 30D | +14.9% | -24.7% | +39.6% | +18.0% |
| 3M | -3.4% | -34.9% | +31.6% | +0.3% |
| 6M | -7.9% | -41.1% | +33.2% | -4.7% |
| YTD | -35.8% | -19.6% | -16.1% | -37.8% |
| 1Y | -32.6% | -18.5% | -14.0% | -35.3% |
| 3Y | -60.0% | +119.1% | -179.2% | -68.9% |
| 5Y | -74.9% | +206.9% | -281.8% | -81.9% |
| 10Y | -9.8% | +826.4% | -836.2% | -45.9% |
| All | +185.4% | +3,241.9% | -3,056.6% | +44.5% |
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