-24.0%
NKE vs FTV
+80.7%
-104.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.2% | -4.0% | -0.2% | -2.0% |
| 30D | -8.2% | -11.0% | +2.8% | -2.1% |
| 3M | -19.1% | -8.4% | -10.7% | -15.4% |
| 6M | -32.6% | -2.6% | -30.1% | -32.4% |
| YTD | -40.7% | -0.6% | -40.1% | -41.4% |
| 1Y | -48.9% | +11.0% | -59.8% | -52.7% |
| 3Y | -59.2% | -6.3% | -52.9% | -59.2% |
| 5Y | -75.3% | -1.5% | -73.8% | -76.4% |
| All | -24.0% | +80.7% | -104.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling