+1,040.6%
NBIS vs EXE
+18.3%
+1,022.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.1% |
| 7D | +8.3% | -2.2% | +10.5% | +8.8% |
| 30D | +18.1% | -0.8% | +18.9% | +18.0% |
| 3M | +7.8% | +10.0% | -2.3% | +4.4% |
| 6M | +136.6% | -6.3% | +142.9% | +140.7% |
| YTD | +172.5% | -10.7% | +183.2% | +178.3% |
| 1Y | +144.3% | +2.7% | +141.6% | +120.6% |
| All | +1,040.6% | +18.3% | +1,022.3% | +879.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling