+1,022.8%
NBIS vs JPM
+63.8%
+958.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -2.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | -13.4% | -2.5% | -10.9% | -11.2% |
| 3M | +1.0% | +14.1% | -13.1% | -11.5% |
| 6M | +100.5% | +25.1% | +75.4% | +58.1% |
| YTD | +168.3% | +12.1% | +156.1% | +138.9% |
| 1Y | +151.8% | +18.8% | +133.0% | +111.0% |
| All | +1,022.8% | +63.8% | +958.9% | +640.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling