+1,101.8%
NBIS vs FAST
+30.8%
+1,071.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | +17.8% | +1.8% | +16.0% | +17.2% |
| 30D | +30.5% | -6.4% | +37.0% | +32.8% |
| 3M | +9.2% | +5.3% | +3.9% | +6.7% |
| 6M | +153.2% | +5.4% | +147.8% | +145.9% |
| YTD | +187.1% | +23.6% | +163.6% | +155.0% |
| 1Y | +151.1% | +4.1% | +147.0% | +145.2% |
| All | +1,101.8% | +30.8% | +1,071.0% | +853.5% |
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