+1,022.8%
NBIS vs EXE
+15.8%
+1,007.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | -13.4% | -0.9% | -12.5% | -13.3% |
| 3M | +1.0% | +9.6% | -8.5% | -2.1% |
| 6M | +100.5% | -11.6% | +112.1% | +107.2% |
| YTD | +168.3% | -12.6% | +180.8% | +175.2% |
| 1Y | +151.8% | +1.2% | +150.6% | +127.0% |
| All | +1,022.8% | +15.8% | +1,007.0% | +867.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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