-23.2%
NBIS vs F
-9.2%
-14.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.4% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -36.0% | +2.9% | -38.9% | -35.8% |
| All | -23.2% | -9.2% | -14.0% | -23.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling