+1,101.8%
NBIS vs EXE
+18.0%
+1,083.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +17.8% | -2.7% | +20.5% | +18.4% |
| 30D | +30.5% | -0.4% | +30.9% | +30.3% |
| 3M | +9.2% | +9.5% | -0.3% | +6.0% |
| 6M | +153.2% | -9.3% | +162.5% | +160.1% |
| YTD | +187.1% | -10.9% | +198.0% | +193.4% |
| 1Y | +151.1% | +4.3% | +146.8% | +123.1% |
| All | +1,101.8% | +18.0% | +1,083.8% | +932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling