+230.1%
NBIS vs FPS
+24.3%
+205.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.7% | +5.0% |
| 7D | +22.2% | +10.4% | +11.8% | +12.1% |
| 30D | +29.7% | -16.5% | +46.3% | +53.7% |
| 3M | +11.9% | -45.5% | +57.4% | +80.6% |
| 6M | +173.0% | +2.1% | +170.9% | +186.3% |
| All | +230.1% | +24.3% | +205.9% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling