+1,022.8%
NBIS vs FITB
+30.0%
+992.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -13.4% | -5.7% | -7.7% | -10.6% |
| 3M | +1.0% | +3.2% | -2.1% | -1.3% |
| 6M | +100.5% | +23.4% | +77.1% | +73.3% |
| YTD | +168.3% | +18.8% | +149.5% | +134.5% |
| 1Y | +151.8% | +25.0% | +126.8% | +110.9% |
| All | +1,022.8% | +30.0% | +992.7% | +670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling