+479.4%
NBIS vs ACWI
+34.3%
+445.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.1% |
| 7D | -10.5% | +2.4% | -13.0% | -16.0% |
| 30D | -37.7% | -1.7% | -36.0% | -32.5% |
| 3M | -54.6% | -3.9% | -50.6% | -46.6% |
| 6M | -44.1% | +0.8% | -44.9% | -40.9% |
| YTD | +38.4% | +11.0% | +27.4% | +14.0% |
| 1Y | +30.7% | +13.1% | +17.7% | +2.9% |
| All | +479.4% | +34.3% | +445.1% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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