+28.0%
NBIS vs FICO
-57.1%
+85.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -7.9% |
| 7D | -22.4% | +0.4% | -22.8% | -22.2% |
| 30D | -39.1% | +1.7% | -40.8% | -38.0% |
| 3M | -37.3% | -33.0% | -4.3% | -45.3% |
| 6M | -19.8% | -33.9% | +14.1% | -31.9% |
| YTD | +69.1% | -58.5% | +127.6% | +23.7% |
| 1Y | +28.0% | -56.4% | +84.4% | -0.4% |
| All | +28.0% | -57.1% | +85.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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