+380.0%
NBIS vs ADVB
-95.9%
+475.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +42.7% | -59.5% | -18.1% |
| 7D | +6.9% | +74.2% | -67.3% | +4.3% |
| 30D | -37.8% | -35.9% | -2.0% | -37.3% |
| 3M | -50.4% | -56.4% | +6.1% | -49.6% |
| 6M | -28.2% | -36.7% | +8.5% | -31.0% |
| YTD | +53.7% | -43.3% | +97.0% | +45.7% |
| 1Y | +36.3% | -63.4% | +99.7% | +32.4% |
| All | +380.0% | -95.9% | +475.9% | +485.3% |
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