+547.5%
NBIS vs FN
+35.5%
+511.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +11.7% | -4.1% | -1.5% |
| 7D | -16.0% | 0.0% | -15.9% | -16.2% |
| 30D | -45.4% | -34.3% | -11.1% | -24.4% |
| 3M | -31.8% | -39.9% | +8.1% | -0.5% |
| 6M | -33.6% | -51.8% | +18.2% | +12.7% |
| YTD | +54.7% | -28.1% | +82.8% | +83.3% |
| 1Y | +18.3% | -29.1% | +47.4% | +40.5% |
| All | +547.5% | +35.5% | +511.9% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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