-46.5%
NKE vs FRMI
-79.6%
+33.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -0.9% |
| 7D | -2.0% | +2.4% | -4.4% | -2.0% |
| 30D | -8.6% | -17.3% | +8.7% | -8.8% |
| 3M | -11.0% | -17.2% | +6.1% | -11.3% |
| 6M | -33.2% | -43.4% | +10.1% | -34.3% |
| YTD | -38.1% | -36.0% | -2.1% | -38.2% |
| All | -46.5% | -79.6% | +33.1% | -51.6% |
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