+30.7%
NBIS vs F
-6.9%
+37.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.0% | -10.0% |
| 7D | -10.5% | -3.1% | -7.4% | -9.2% |
| 30D | -37.7% | 0.0% | -37.7% | -37.8% |
| 3M | -54.6% | -13.2% | -41.3% | -52.2% |
| 6M | -44.1% | -10.2% | -33.9% | -45.3% |
| YTD | +38.4% | -4.9% | +43.4% | +23.9% |
| 1Y | +30.7% | -6.1% | +36.8% | +20.7% |
| All | +30.7% | -6.9% | +37.7% | +20.7% |
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