+348.1%
NBIS vs FIG
-73.2%
+421.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.7% | +13.4% | +7.8% |
| 7D | +22.2% | -16.4% | +38.6% | +22.7% |
| 30D | +29.7% | -2.3% | +32.1% | +29.3% |
| 3M | +11.9% | +7.8% | +4.1% | +10.6% |
| 6M | +173.0% | -21.8% | +194.9% | +179.5% |
| YTD | +191.4% | -39.1% | +230.5% | +207.4% |
| 1Y | +280.7% | -56.6% | +337.3% | +313.0% |
| All | +348.1% | -73.2% | +421.3% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling