-47.4%
NKE vs FTI
+108.8%
-156.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.0% | +5.3% | -7.3% | -1.6% |
| 30D | -8.6% | +15.3% | -23.9% | -7.7% |
| 3M | -11.0% | +15.8% | -26.8% | -10.1% |
| 6M | -33.2% | +22.6% | -55.8% | -33.5% |
| YTD | -38.1% | +79.5% | -117.7% | -39.1% |
| 1Y | -47.4% | +102.0% | -149.4% | -49.7% |
| All | -47.4% | +108.8% | -156.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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