-74.4%
NKE vs FRSH
-72.5%
-1.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -6.6% | +2.4% | -2.8% |
| 30D | -8.2% | +2.1% | -10.3% | -8.7% |
| 3M | -19.1% | +29.0% | -48.0% | -23.5% |
| 6M | -32.6% | +48.6% | -81.3% | -38.6% |
| YTD | -40.7% | -2.9% | -37.8% | -41.4% |
| 1Y | -48.9% | -7.9% | -41.0% | -49.0% |
| 3Y | -59.2% | -46.5% | -12.7% | -55.9% |
| All | -74.4% | -72.5% | -1.9% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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