+97.3%
NBIS vs FRMI
-78.6%
+175.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -4.2% |
| 7D | +8.3% | +10.9% | -2.6% | +4.4% |
| 30D | +18.1% | -24.3% | +42.3% | +30.3% |
| 3M | +7.8% | -21.8% | +29.5% | +14.9% |
| 6M | +136.6% | -33.0% | +169.6% | +154.2% |
| YTD | +172.5% | -32.6% | +205.1% | +194.3% |
| All | +97.3% | -78.6% | +175.9% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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