+1,101.8%
NBIS vs EXPD
+60.6%
+1,041.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +17.8% | +1.2% | +16.6% | +17.5% |
| 30D | +30.5% | +5.2% | +25.3% | +29.4% |
| 3M | +9.2% | +13.2% | -4.0% | +7.3% |
| 6M | +153.2% | +30.3% | +122.8% | +141.8% |
| YTD | +187.1% | +27.0% | +160.1% | +173.1% |
| 1Y | +151.1% | +57.3% | +93.8% | +121.9% |
| All | +1,101.8% | +60.6% | +1,041.1% | +947.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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