+1,022.8%
NBIS vs BTDR
+40.7%
+982.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.3% |
| 7D | -0.8% | -3.4% | +2.6% | +0.8% |
| 30D | -13.4% | +32.6% | -46.0% | -25.2% |
| 3M | +1.0% | -32.2% | +33.3% | +17.2% |
| 6M | +100.5% | +52.4% | +48.1% | +59.2% |
| YTD | +168.3% | +6.7% | +161.6% | +143.1% |
| 1Y | +151.8% | -15.2% | +167.0% | +130.6% |
| All | +1,022.8% | +40.7% | +982.0% | +661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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