+28.0%
NBIS vs FAST
+32.0%
-4.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.4% |
| 7D | -22.4% | +3.4% | -25.8% | -21.9% |
| 30D | -39.1% | +5.5% | -44.7% | -38.6% |
| 3M | -37.3% | +7.6% | -44.9% | -36.8% |
| 6M | -19.8% | +19.8% | -39.6% | -19.5% |
| YTD | +69.1% | +35.5% | +33.6% | +51.4% |
| 1Y | +28.0% | +31.6% | -3.6% | +16.1% |
| All | +28.0% | +32.0% | -4.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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