+1,101.8%
NBIS vs FDS
-38.9%
+1,140.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -2.6% |
| 7D | +17.8% | -8.8% | +26.6% | +14.4% |
| 30D | +30.5% | -1.4% | +31.9% | +30.8% |
| 3M | +9.2% | +13.9% | -4.7% | +15.2% |
| 6M | +153.2% | +27.4% | +125.8% | +170.6% |
| YTD | +187.1% | -2.5% | +189.6% | +208.0% |
| 1Y | +151.1% | -23.8% | +174.9% | +185.2% |
| All | +1,101.8% | -38.9% | +1,140.6% | +1,269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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