+21.9%
NBIS vs F
-2.8%
+24.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.5% | -5.0% |
| 7D | -11.6% | +1.0% | -12.6% | -11.9% |
| 30D | -39.4% | +2.1% | -41.5% | -40.0% |
| 3M | -27.2% | -10.3% | -17.0% | -24.7% |
| 6M | -24.3% | +3.3% | -27.6% | -32.6% |
| YTD | +60.1% | -2.0% | +62.1% | +41.8% |
| 1Y | +21.9% | -2.3% | +24.2% | +9.9% |
| All | +21.9% | -2.8% | +24.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling