+45.1%
NBIS vs FIVE
+62.8%
-17.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.4% | -15.4% | -16.5% |
| 7D | +6.9% | +2.4% | +4.4% | +6.3% |
| 30D | -37.8% | +15.8% | -53.7% | -39.7% |
| 3M | -50.4% | +3.8% | -54.2% | -50.6% |
| 6M | -28.2% | +18.5% | -46.7% | -31.9% |
| YTD | +53.7% | +31.2% | +22.5% | +29.8% |
| All | +45.1% | +62.8% | -17.6% | +21.7% |
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