+607.2%
NBIS vs FAST
+47.0%
+560.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.3% | +8.6% |
| 7D | 0.0% | +3.8% | -3.8% | -0.7% |
| 30D | -36.0% | +8.1% | -44.1% | -37.2% |
| 3M | -24.7% | +5.8% | -30.5% | -25.8% |
| 6M | -20.1% | +24.9% | -45.0% | -25.9% |
| YTD | +69.0% | +38.9% | +30.1% | +45.8% |
| 1Y | +27.1% | +36.5% | -9.4% | +10.7% |
| All | +607.2% | +47.0% | +560.3% | +445.3% |
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