-24.2%
NKE vs FND
+54.9%
-79.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -5.5% | -5.1% | -0.5% | -4.1% |
| 30D | -10.4% | -22.5% | +12.1% | -3.3% |
| 3M | -15.8% | -5.0% | -10.8% | -15.4% |
| 6M | -33.4% | -21.5% | -11.9% | -29.4% |
| YTD | -41.0% | -23.0% | -18.0% | -37.4% |
| 1Y | -49.1% | -44.9% | -4.2% | -40.5% |
| 3Y | -59.8% | -50.0% | -9.8% | -53.3% |
| 5Y | -75.5% | -63.3% | -12.1% | -70.5% |
| All | -24.2% | +54.9% | -79.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling