+28.6%
NBIS vs FAST
+36.2%
-7.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.3% | +9.7% |
| 7D | 0.0% | +3.8% | -3.8% | +0.7% |
| 30D | -36.0% | +8.1% | -44.1% | -35.1% |
| 3M | -24.7% | +5.8% | -30.5% | -23.9% |
| 6M | -20.1% | +24.9% | -45.0% | -19.3% |
| YTD | +69.0% | +38.9% | +30.1% | +57.1% |
| All | +28.6% | +36.2% | -7.6% | +20.2% |
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