+18.3%
NBIS vs FICO
-58.2%
+76.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.4% |
| 7D | -16.0% | -0.9% | -15.1% | -16.2% |
| 30D | -45.4% | +3.3% | -48.7% | -44.0% |
| 3M | -31.8% | -31.7% | -0.1% | -39.8% |
| 6M | -33.6% | -34.0% | +0.3% | -43.5% |
| YTD | +54.7% | -58.3% | +113.0% | +14.2% |
| 1Y | +18.3% | -57.9% | +76.3% | -9.7% |
| All | +18.3% | -58.2% | +76.5% | -9.7% |
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