+1,031.9%
NBIS vs FAST
+32.9%
+999.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.3% |
| 7D | +8.2% | -0.4% | +8.6% | +8.3% |
| 30D | +3.4% | -0.8% | +4.2% | +3.4% |
| 3M | -12.8% | +5.8% | -18.6% | -14.7% |
| 6M | +131.5% | +8.0% | +123.5% | +123.2% |
| YTD | +170.5% | +25.6% | +144.8% | +139.1% |
| 1Y | +248.8% | +0.8% | +248.0% | +251.2% |
| All | +1,031.9% | +32.9% | +999.0% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling