+28.0%
NBIS vs BTSG
+111.7%
-83.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -22.4% | +17.4% | -39.8% | -29.0% |
| 30D | -39.1% | +12.6% | -51.7% | -42.8% |
| 3M | -37.3% | +11.2% | -48.5% | -40.8% |
| 6M | -19.8% | +30.4% | -50.2% | -33.6% |
| YTD | +69.1% | +86.4% | -17.3% | +10.3% |
| 1Y | +28.0% | +117.9% | -89.9% | -22.1% |
| All | +28.0% | +111.7% | -83.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling