-74.7%
NKE vs FND
-63.3%
-11.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -4.2% | -5.8% | +1.6% | -2.1% |
| 30D | -8.2% | -20.2% | +12.0% | -0.6% |
| 3M | -19.1% | -12.0% | -7.1% | -16.3% |
| 6M | -32.6% | -18.5% | -14.1% | -28.8% |
| YTD | -40.7% | -22.3% | -18.5% | -36.7% |
| 1Y | -48.9% | -47.6% | -1.2% | -37.1% |
| 3Y | -59.2% | -49.8% | -9.5% | -51.9% |
| All | -74.7% | -63.3% | -11.4% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling