+1,101.8%
NBIS vs BTDR
+45.1%
+1,056.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.2% |
| 7D | +17.8% | +14.8% | +3.0% | +10.3% |
| 30D | +30.5% | +41.8% | -11.3% | +9.8% |
| 3M | +9.2% | -29.2% | +38.4% | +24.0% |
| 6M | +153.2% | +66.2% | +87.0% | +93.8% |
| YTD | +187.1% | +10.0% | +177.1% | +156.7% |
| 1Y | +151.1% | -11.0% | +162.1% | +124.7% |
| All | +1,101.8% | +45.1% | +1,056.7% | +704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling