+673.5%
NBIS vs FIVE
+166.0%
+507.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -1.1% | +16.5% | +15.9% |
| 7D | +9.3% | -0.5% | +9.8% | +9.8% |
| 30D | -26.4% | +17.4% | -43.8% | -31.2% |
| 3M | -19.9% | +7.0% | -27.0% | -22.7% |
| 6M | -16.9% | +20.5% | -37.3% | -25.1% |
| YTD | +84.8% | +33.1% | +51.7% | +57.3% |
| 1Y | +51.3% | +67.1% | -15.8% | +15.4% |
| All | +673.5% | +166.0% | +507.5% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling