-31.7%
NKE vs FRMI
-93.1%
+61.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.6% | +15.8% | +5.1% |
| 7D | +9.0% | -39.7% | +48.7% | +8.7% |
| 30D | +19.2% | -55.2% | +74.4% | +18.8% |
| 3M | -1.5% | -71.2% | +69.7% | -2.0% |
| 6M | -4.2% | -64.1% | +59.9% | -5.6% |
| YTD | -34.8% | -77.2% | +42.5% | -35.1% |
| 1Y | -31.7% | -93.2% | +61.5% | -36.8% |
| All | -31.7% | -93.1% | +61.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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