-21.5%
NKE vs FTV
+87.0%
-108.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -2.3% | -1.3% | -1.1% | -1.6% |
| 30D | -10.4% | -9.5% | -0.9% | -5.3% |
| 3M | -15.5% | -10.9% | -4.6% | -10.3% |
| 6M | -32.6% | -0.6% | -32.0% | -33.1% |
| YTD | -39.8% | +1.4% | -41.2% | -41.2% |
| 1Y | -47.6% | +17.6% | -65.2% | -53.1% |
| 3Y | -59.0% | -3.3% | -55.7% | -59.7% |
| 5Y | -74.9% | -0.1% | -74.8% | -76.2% |
| 10Y | -21.9% | +82.5% | -104.4% | -42.3% |
| All | -21.5% | +87.0% | -108.5% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling