+1,022.8%
NBIS vs BTSG
+261.4%
+761.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.3% |
| 7D | -0.8% | -3.3% | +2.5% | +1.0% |
| 30D | -13.4% | -1.6% | -11.8% | -12.9% |
| 3M | +1.0% | -6.9% | +7.9% | +3.6% |
| 6M | +100.5% | +42.1% | +58.4% | +65.0% |
| YTD | +168.3% | +56.8% | +111.4% | +110.0% |
| 1Y | +151.8% | +109.8% | +41.9% | +70.3% |
| All | +1,022.8% | +261.4% | +761.3% | +483.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling