-24.0%
NBIS vs FIX
-43.0%
+19.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | -0.8% |
| 7D | 0.0% | -7.2% | +7.3% | +6.6% |
| 30D | -36.0% | -35.1% | -0.9% | +4.0% |
| 3M | -24.7% | -34.3% | +9.5% | +19.8% |
| All | -24.0% | -43.0% | +19.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 6mo: compounded portfolio wealth divided by compounded FIX 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…
6mo analysis · Full analysis span regression · 6 months rolling