+1,022.8%
NBIS vs BP
+62.3%
+960.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.8% | +5.2% | -6.0% | -2.2% |
| 30D | -13.4% | +8.7% | -22.1% | -15.5% |
| 3M | +1.0% | +9.3% | -8.3% | -2.0% |
| 6M | +100.5% | +13.6% | +86.9% | +88.6% |
| YTD | +168.3% | +37.7% | +130.6% | +131.6% |
| 1Y | +151.8% | +40.6% | +111.1% | +114.8% |
| All | +1,022.8% | +62.3% | +960.4% | +887.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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