+208.8%
NBIS vs FPS
+12.3%
+196.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.8% | +0.7% | +0.1% |
| 7D | +8.3% | -4.6% | +12.9% | +13.1% |
| 30D | +18.1% | -22.6% | +40.6% | +49.6% |
| 3M | +7.8% | -45.1% | +52.9% | +78.4% |
| 6M | +136.6% | -17.8% | +154.4% | +194.9% |
| All | +208.8% | +12.3% | +196.5% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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