+744.7%
NBIS vs ADVB
-88.3%
+833.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.5% |
| 7D | +8.2% | -3.8% | +12.0% | +8.3% |
| 30D | +3.4% | +17.6% | -14.2% | +2.9% |
| 3M | -12.8% | +119.1% | -131.9% | -18.5% |
| 6M | +131.5% | +103.4% | +28.2% | +112.5% |
| YTD | +170.5% | +59.8% | +110.6% | +151.3% |
| 1Y | +248.8% | +8.5% | +240.2% | +225.4% |
| All | +744.7% | -88.3% | +833.1% | +909.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling