+1,040.6%
NBIS vs M
+36.8%
+1,003.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.7% | -0.4% | -3.0% |
| 7D | +8.3% | -8.8% | +17.1% | +12.7% |
| 30D | +18.1% | -16.4% | +34.4% | +27.0% |
| 3M | +7.8% | -10.8% | +18.6% | +10.8% |
| 6M | +136.6% | +16.1% | +120.4% | +111.3% |
| YTD | +172.5% | -5.3% | +177.8% | +167.6% |
| 1Y | +144.3% | +24.9% | +119.4% | +101.8% |
| All | +1,040.6% | +36.8% | +1,003.7% | +740.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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