+543.2%
NBIS vs EXPD
+66.9%
+476.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +0.6% | -17.4% | -17.0% |
| 7D | +6.9% | +3.6% | +3.3% | +6.0% |
| 30D | -37.8% | +0.3% | -38.1% | -37.7% |
| 3M | -50.4% | +6.1% | -56.4% | -50.8% |
| 6M | -28.2% | +27.4% | -55.5% | -30.6% |
| YTD | +53.7% | +32.0% | +21.7% | +45.6% |
| 1Y | +36.3% | +40.5% | -4.2% | +26.8% |
| All | +543.2% | +66.9% | +476.3% | +458.4% |
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