+1,022.8%
NBIS vs EXPE
+78.0%
+944.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -0.8% | -5.8% | +5.0% | +0.6% |
| 30D | -13.4% | -13.6% | +0.2% | -10.0% |
| 3M | +1.0% | +25.2% | -24.1% | -10.3% |
| 6M | +100.5% | +22.3% | +78.2% | +77.8% |
| YTD | +168.3% | -0.3% | +168.6% | +159.8% |
| 1Y | +151.8% | +27.8% | +124.0% | +99.6% |
| All | +1,022.8% | +78.0% | +944.8% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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