+745.5%
NBIS vs BIYA
-99.8%
+845.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -6.0% | -5.1% |
| 7D | +8.3% | -1.3% | +9.6% | +8.3% |
| 30D | +18.1% | -15.9% | +34.0% | +17.9% |
| 3M | +7.8% | -81.2% | +89.0% | +5.9% |
| 6M | +136.6% | -88.2% | +224.8% | +136.4% |
| YTD | +172.5% | -94.1% | +266.7% | +180.9% |
| 1Y | +144.3% | -98.7% | +242.9% | +177.2% |
| All | +745.5% | -99.8% | +845.2% | +880.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling