-47.4%
NKE vs FND
-36.4%
-11.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -2.0% | -5.2% | +3.2% | -0.5% |
| 30D | -8.6% | -19.9% | +11.3% | -2.8% |
| 3M | -11.0% | +2.7% | -13.8% | -13.2% |
| 6M | -33.2% | -21.7% | -11.6% | -30.0% |
| YTD | -38.1% | -17.5% | -20.6% | -36.0% |
| 1Y | -47.4% | -39.3% | -8.1% | -44.2% |
| All | -47.4% | -36.4% | -11.0% | -44.2% |
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