+153.2%
NBIS vs EWJ
+16.4%
+136.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | +0.5% |
| 7D | +17.8% | +1.0% | +16.8% | +15.4% |
| 30D | +30.5% | +1.0% | +29.6% | +29.5% |
| 3M | +9.2% | +7.2% | +2.0% | -0.3% |
| 6M | +153.2% | +13.9% | +139.3% | +120.5% |
| All | +153.2% | +16.4% | +136.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 6mo: compounded portfolio wealth divided by compounded EWJ 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…
6mo analysis · Full analysis span regression · 6 months rolling