+1,101.8%
NBIS vs JAAA
+10.0%
+1,091.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.7% |
| 7D | +17.8% | +0.1% | +17.7% | +16.3% |
| 30D | +30.5% | +0.5% | +30.1% | +23.0% |
| 3M | +9.2% | +1.2% | +7.9% | -7.7% |
| 6M | +153.2% | +2.7% | +150.4% | +75.0% |
| YTD | +187.1% | +3.2% | +183.9% | +89.3% |
| 1Y | +151.1% | +4.8% | +146.3% | +36.8% |
| All | +1,101.8% | +10.0% | +1,091.7% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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