+1,031.9%
NBIS vs FICO
-52.5%
+1,084.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -16.7% | +24.2% | +6.2% |
| 7D | +8.2% | -19.2% | +27.4% | +6.7% |
| 30D | +3.4% | -14.6% | +18.0% | +2.4% |
| 3M | -12.8% | -20.1% | +7.3% | -16.1% |
| 6M | +131.5% | -36.3% | +167.9% | +133.1% |
| YTD | +170.5% | -44.9% | +215.3% | +184.2% |
| 1Y | +248.8% | -38.6% | +287.4% | +245.4% |
| All | +1,031.9% | -52.5% | +1,084.5% | +1,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling