+570.0%
NBIS vs FAST
+47.7%
+522.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.4% |
| 7D | -11.6% | +4.8% | -16.4% | -12.4% |
| 30D | -39.4% | +8.6% | -48.0% | -40.5% |
| 3M | -27.2% | +5.7% | -32.9% | -28.1% |
| 6M | -24.3% | +25.5% | -49.8% | -29.9% |
| YTD | +60.1% | +39.6% | +20.5% | +38.0% |
| 1Y | +21.9% | +35.5% | -13.6% | +6.8% |
| All | +570.0% | +47.7% | +522.3% | +416.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling