+1,119.4%
NBIS vs BABA
+15.1%
+1,104.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.0% |
| 7D | +22.2% | -0.2% | +22.4% | +22.3% |
| 30D | +29.7% | -12.3% | +42.0% | +38.5% |
| 3M | +11.9% | -5.3% | +17.2% | +13.5% |
| 6M | +173.0% | -13.1% | +186.1% | +191.0% |
| YTD | +191.4% | -22.4% | +213.8% | +233.2% |
| 1Y | +280.7% | -19.5% | +300.2% | +333.6% |
| All | +1,119.4% | +15.1% | +1,104.3% | +1,382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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