+427.8%
NBIS vs ADVB
-97.4%
+525.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.5% | +5.7% | +9.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.2% |
| 30D | -36.0% | -61.4% | +25.4% | -34.0% |
| 3M | -24.7% | -67.8% | +43.1% | -22.3% |
| 6M | -20.1% | -66.9% | +46.8% | -20.6% |
| YTD | +69.0% | -64.9% | +133.9% | +63.7% |
| 1Y | +27.1% | -74.8% | +101.9% | +25.4% |
| All | +427.8% | -97.4% | +525.2% | +557.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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