+479.4%
NBIS vs EW
+53.1%
+426.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.2% | -10.1% |
| 7D | -10.5% | +4.9% | -15.4% | -11.2% |
| 30D | -37.7% | +23.9% | -61.6% | -39.9% |
| 3M | -54.6% | +15.8% | -70.3% | -55.6% |
| 6M | -44.1% | +31.7% | -75.7% | -47.6% |
| YTD | +38.4% | +25.7% | +12.7% | +32.1% |
| 1Y | +30.7% | +24.4% | +6.3% | +25.2% |
| All | +479.4% | +53.1% | +426.3% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · 6 months rolling