+1,101.8%
NBIS vs FLEX
+222.9%
+878.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.3% |
| 7D | +17.8% | +6.4% | +11.4% | +12.3% |
| 30D | +30.5% | -5.9% | +36.4% | +38.1% |
| 3M | +9.2% | -23.5% | +32.6% | +36.3% |
| 6M | +153.2% | +83.7% | +69.4% | +33.5% |
| YTD | +187.1% | +86.5% | +100.6% | +48.3% |
| 1Y | +151.1% | +100.5% | +50.6% | +15.6% |
| All | +1,101.8% | +222.9% | +878.9% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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