+1,040.6%
NBIS vs FISV
-75.1%
+1,115.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.1% |
| 7D | +8.3% | -7.2% | +15.5% | +8.0% |
| 30D | +18.1% | -7.2% | +25.2% | +17.8% |
| 3M | +7.8% | -8.2% | +15.9% | +7.6% |
| 6M | +136.6% | -17.7% | +154.3% | +138.3% |
| YTD | +172.5% | -27.2% | +199.7% | +176.6% |
| 1Y | +144.3% | -63.0% | +207.2% | +159.2% |
| All | +1,040.6% | -75.1% | +1,115.7% | +1,288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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