+248.8%
NBIS vs ELF
-17.5%
+266.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.1% |
| 7D | +8.2% | +5.4% | +2.9% | +7.3% |
| 30D | +3.4% | +27.0% | -23.6% | -1.8% |
| 3M | -12.8% | +113.2% | -126.0% | -27.6% |
| 6M | +131.5% | +36.6% | +95.0% | +113.3% |
| YTD | +170.5% | +44.2% | +126.2% | +143.3% |
| 1Y | +248.8% | -18.0% | +266.8% | +254.1% |
| All | +248.8% | -17.5% | +266.3% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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