+1,022.8%
NBIS vs BLDR
-69.0%
+1,091.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.9% |
| 7D | -0.8% | -8.2% | +7.4% | +0.3% |
| 30D | -13.4% | -16.6% | +3.3% | -11.3% |
| 3M | +1.0% | -23.2% | +24.2% | +4.7% |
| 6M | +100.5% | -33.7% | +134.2% | +111.9% |
| YTD | +168.3% | -41.3% | +209.6% | +188.6% |
| 1Y | +151.8% | -58.8% | +210.6% | +188.2% |
| All | +1,022.8% | -69.0% | +1,091.7% | +1,048.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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