+1,022.8%
NBIS vs BB
+202.0%
+820.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -13.4% | -12.5% | -0.8% | -8.8% |
| 3M | +1.0% | -17.4% | +18.5% | +7.7% |
| 6M | +100.5% | +119.1% | -18.6% | +47.0% |
| YTD | +168.3% | +102.4% | +65.9% | +103.4% |
| 1Y | +151.8% | +98.2% | +53.6% | +89.9% |
| All | +1,022.8% | +202.0% | +820.8% | +860.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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