+547.5%
NBIS vs FAST
+42.7%
+504.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | -16.0% | +2.1% | -18.1% | -16.3% |
| 30D | -45.4% | +6.9% | -52.3% | -46.3% |
| 3M | -31.8% | +4.8% | -36.6% | -32.7% |
| 6M | -33.6% | +19.8% | -53.4% | -37.7% |
| YTD | +54.7% | +34.9% | +19.8% | +34.3% |
| 1Y | +18.3% | +32.8% | -14.5% | +3.5% |
| All | +547.5% | +42.7% | +504.7% | +402.1% |
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 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