-24.0%
NKE vs USFR
+28.1%
-52.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | +0.4% | -8.6% | -8.4% |
| 3M | -19.1% | +1.0% | -20.1% | -19.5% |
| 6M | -32.6% | +2.0% | -34.6% | -33.3% |
| YTD | -40.7% | +2.8% | -43.5% | -41.6% |
| 1Y | -48.9% | +4.1% | -52.9% | -50.0% |
| 3Y | -59.2% | +14.1% | -73.4% | -62.5% |
| 5Y | -75.3% | +20.6% | -95.9% | -78.3% |
| All | -24.0% | +28.1% | -52.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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