+28.0%
NBIS vs FIVE
+63.3%
-35.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.7% | -13.4% | -8.1% |
| 7D | -22.4% | +7.5% | -29.9% | -23.7% |
| 30D | -39.1% | +16.7% | -55.9% | -41.5% |
| 3M | -37.3% | +13.4% | -50.7% | -39.5% |
| 6M | -19.8% | +9.0% | -28.8% | -21.0% |
| YTD | +69.1% | +33.8% | +35.3% | +37.6% |
| 1Y | +28.0% | +61.2% | -33.1% | -7.6% |
| All | +28.0% | +63.3% | -35.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling