+1,101.8%
NBIS vs EFV
+58.3%
+1,043.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.1% |
| 7D | +17.8% | -0.5% | +18.3% | +18.6% |
| 30D | +30.5% | 0.0% | +30.5% | +30.6% |
| 3M | +9.2% | +8.4% | +0.8% | -1.8% |
| 6M | +153.2% | +12.3% | +140.8% | +115.6% |
| YTD | +187.1% | +17.4% | +169.7% | +132.9% |
| 1Y | +151.1% | +27.1% | +124.0% | +82.4% |
| All | +1,101.8% | +58.3% | +1,043.5% | +588.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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