+1,040.6%
NBIS vs GEV
+235.0%
+805.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -2.5% |
| 7D | +8.3% | -1.9% | +10.2% | +10.4% |
| 30D | +18.1% | -8.7% | +26.7% | +29.1% |
| 3M | +7.8% | +6.6% | +1.1% | +5.4% |
| 6M | +136.6% | +10.2% | +126.3% | +119.5% |
| YTD | +172.5% | +41.6% | +130.9% | +104.7% |
| 1Y | +144.3% | +43.9% | +100.4% | +76.3% |
| All | +1,040.6% | +235.0% | +805.6% | +435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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