+1,040.6%
NBIS vs ELF
-15.3%
+1,055.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -4.0% |
| 7D | +8.3% | -10.8% | +19.1% | +11.3% |
| 30D | +18.1% | +0.8% | +17.2% | +17.0% |
| 3M | +7.8% | +64.8% | -57.0% | -8.4% |
| 6M | +136.6% | +19.0% | +117.6% | +119.5% |
| YTD | +172.5% | +25.9% | +146.6% | +145.7% |
| 1Y | +144.3% | -28.8% | +173.0% | +152.9% |
| All | +1,040.6% | -15.3% | +1,055.9% | +932.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling