-16.8%
NKE vs FTAI
+2,361.6%
-2,378.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -5.5% | -9.7% | +4.1% | -4.2% |
| 30D | -10.4% | -20.0% | +9.6% | -7.8% |
| 3M | -15.8% | -20.1% | +4.2% | -13.8% |
| 6M | -33.4% | -33.3% | -0.1% | -30.7% |
| YTD | -41.0% | -8.0% | -33.0% | -41.7% |
| 1Y | -49.1% | +8.0% | -57.0% | -51.2% |
| 3Y | -59.8% | +413.4% | -473.2% | -73.2% |
| 5Y | -75.5% | +858.6% | -934.0% | -86.0% |
| 10Y | -23.5% | +3,003.7% | -3,027.1% | -63.5% |
| All | -16.8% | +2,361.6% | -2,378.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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