+1,040.6%
NBIS vs CAPR
-55.9%
+1,096.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.9% | -1.2% | -5.0% |
| 7D | +8.3% | -10.6% | +18.9% | +8.5% |
| 30D | +18.1% | +111.2% | -93.1% | +15.9% |
| 3M | +7.8% | -67.2% | +75.0% | +8.7% |
| 6M | +136.6% | -75.1% | +211.7% | +139.9% |
| YTD | +172.5% | -71.2% | +243.8% | +175.4% |
| 1Y | +144.3% | +31.1% | +113.1% | +129.7% |
| All | +1,040.6% | -55.9% | +1,096.5% | +946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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