+899.2%
NKE vs FTI
+2,107.5%
-1,208.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | -10.4% | +5.0% | -15.4% | -11.3% |
| 3M | -15.5% | +13.8% | -29.3% | -18.1% |
| 6M | -32.6% | +22.9% | -55.5% | -36.0% |
| YTD | -39.8% | +75.0% | -114.8% | -47.0% |
| 1Y | -47.6% | +96.9% | -144.5% | -55.1% |
| 3Y | -59.0% | +276.7% | -335.7% | -70.2% |
| 5Y | -74.9% | +1,157.0% | -1,232.0% | -86.6% |
| 10Y | -21.9% | +310.7% | -332.6% | -53.1% |
| All | +899.2% | +2,107.5% | -1,208.3% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling