+319.1%
NBIS vs FIG
-74.0%
+393.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.1% |
| 7D | +8.3% | -12.2% | +20.5% | +8.6% |
| 30D | +18.1% | -11.0% | +29.0% | +18.2% |
| 3M | +7.8% | +11.9% | -4.1% | +5.5% |
| 6M | +136.6% | -21.9% | +158.5% | +141.6% |
| YTD | +172.5% | -40.8% | +213.3% | +187.7% |
| 1Y | +144.3% | -56.6% | +200.9% | +164.5% |
| All | +319.1% | -74.0% | +393.0% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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