-48.9%
NKE vs FND
-45.3%
-3.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -5.8% | +1.6% | -2.5% |
| 30D | -8.2% | -20.2% | +12.0% | -1.8% |
| 3M | -19.1% | -12.0% | -7.1% | -16.9% |
| 6M | -32.6% | -18.5% | -14.1% | -29.8% |
| YTD | -40.7% | -22.3% | -18.5% | -37.6% |
| 1Y | -48.9% | -47.6% | -1.2% | -39.5% |
| All | -48.9% | -45.3% | -3.5% | -39.5% |
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