-74.7%
NKE vs FTV
-2.3%
-72.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.2% | -4.0% | -0.2% | -1.8% |
| 30D | -8.2% | -11.0% | +2.8% | -1.6% |
| 3M | -19.1% | -8.4% | -10.7% | -15.2% |
| 6M | -32.6% | -2.6% | -30.1% | -32.5% |
| YTD | -40.7% | -0.6% | -40.1% | -41.7% |
| 1Y | -48.9% | +11.0% | -59.8% | -53.4% |
| 3Y | -59.2% | -6.3% | -52.9% | -59.3% |
| All | -74.7% | -2.3% | -72.4% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling