-32.6%
NKE vs FRMI
-33.2%
+0.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -4.2% | +7.4% | -11.6% | -4.2% |
| 30D | -8.2% | -27.6% | +19.4% | -7.9% |
| 3M | -19.1% | -20.9% | +1.8% | -19.4% |
| 6M | -32.6% | -36.6% | +4.0% | -27.2% |
| All | -32.6% | -33.2% | +0.5% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling