+1,022.8%
NBIS vs BAH
-51.4%
+1,074.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -0.8% | +4.3% | -5.1% | -1.0% |
| 30D | -13.4% | -2.5% | -10.9% | -13.2% |
| 3M | +1.0% | -0.9% | +2.0% | +2.7% |
| 6M | +100.5% | +1.5% | +99.0% | +101.7% |
| YTD | +168.3% | -8.0% | +176.2% | +176.6% |
| 1Y | +151.8% | -24.7% | +176.5% | +172.5% |
| All | +1,022.8% | -51.4% | +1,074.1% | +1,310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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