+607.2%
NBIS vs FIVE
+169.2%
+438.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.6% | +3.6% | +6.9% |
| 7D | 0.0% | +6.2% | -6.1% | -2.3% |
| 30D | -36.0% | +18.2% | -54.2% | -40.4% |
| 3M | -24.7% | +3.8% | -28.6% | -26.4% |
| 6M | -20.1% | +13.7% | -33.8% | -26.2% |
| YTD | +69.0% | +34.7% | +34.3% | +43.2% |
| 1Y | +27.1% | +66.6% | -39.5% | -2.8% |
| All | +607.2% | +169.2% | +438.1% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling