+1,022.8%
NBIS vs ELF
-14.3%
+1,037.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -0.8% | -11.6% | +10.8% | +2.2% |
| 30D | -13.4% | +4.6% | -18.0% | -14.8% |
| 3M | +1.0% | +59.7% | -58.7% | -13.3% |
| 6M | +100.5% | +21.2% | +79.3% | +85.2% |
| YTD | +168.3% | +27.4% | +140.8% | +141.1% |
| 1Y | +151.8% | -29.8% | +181.6% | +162.4% |
| All | +1,022.8% | -14.3% | +1,037.1% | +912.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling