-74.7%
NKE vs FTI
+1,066.8%
-1,141.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.2% | -4.4% | +0.2% | -3.6% |
| 30D | -8.2% | +1.5% | -9.7% | -8.4% |
| 3M | -19.1% | +8.2% | -27.3% | -20.2% |
| 6M | -32.6% | +18.8% | -51.5% | -34.7% |
| YTD | -40.7% | +71.7% | -112.4% | -45.7% |
| 1Y | -48.9% | +90.0% | -138.9% | -54.1% |
| 3Y | -59.2% | +270.5% | -329.7% | -67.5% |
| All | -74.7% | +1,066.8% | -1,141.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling