-31.7%
NKE vs FND
-10.3%
-21.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.9% | -5.7% | +1.8% |
| 7D | +9.0% | +12.3% | -3.3% | +4.9% |
| 30D | +19.2% | +14.7% | +4.5% | +13.9% |
| 3M | -1.5% | -12.0% | +10.5% | +1.6% |
| 6M | -4.2% | +10.8% | -15.0% | -9.6% |
| YTD | -34.8% | -12.3% | -22.5% | -33.8% |
| 1Y | -31.7% | -13.4% | -18.3% | -30.6% |
| All | -31.7% | -10.3% | -21.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling