+248.8%
NBIS vs EOSE
-49.1%
+297.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.9% | -3.4% | +3.3% |
| 7D | +8.2% | +19.0% | -10.8% | +0.5% |
| 30D | +3.4% | +1.6% | +1.8% | +1.3% |
| 3M | -12.8% | -52.0% | +39.2% | +10.4% |
| 6M | +131.5% | -42.5% | +174.0% | +165.8% |
| YTD | +170.5% | -66.1% | +236.6% | +254.2% |
| 1Y | +248.8% | -47.1% | +295.9% | +361.3% |
| All | +248.8% | -49.1% | +297.9% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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