-40.1%
NKE vs FPS
+12.3%
-52.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.9% |
| 7D | -5.5% | -4.6% | -1.0% | -5.5% |
| 30D | -10.4% | -22.6% | +12.2% | -10.4% |
| 3M | -15.8% | -45.1% | +29.3% | -14.4% |
| 6M | -33.4% | -17.8% | -15.6% | -36.4% |
| All | -40.1% | +12.3% | -52.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling