+479.4%
NBIS vs FAST
+48.7%
+430.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.8% |
| 7D | -10.5% | +4.2% | -14.7% | -11.2% |
| 30D | -37.7% | +6.7% | -44.4% | -38.5% |
| 3M | -54.6% | +8.0% | -62.6% | -55.4% |
| 6M | -44.1% | +27.4% | -71.5% | -48.5% |
| YTD | +38.4% | +40.5% | -2.1% | +19.2% |
| 1Y | +30.7% | +38.4% | -7.6% | +13.4% |
| All | +479.4% | +48.7% | +430.7% | +345.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling