+673.5%
NBIS vs M
+67.3%
+606.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.9% | +16.4% | +15.8% |
| 7D | +9.3% | -3.3% | +12.6% | +11.0% |
| 30D | -26.4% | +8.1% | -34.4% | -29.0% |
| 3M | -19.9% | +2.2% | -22.2% | -21.6% |
| 6M | -16.9% | +35.1% | -52.0% | -30.5% |
| YTD | +84.8% | +15.8% | +69.0% | +65.2% |
| 1Y | +51.3% | +25.8% | +25.5% | +28.1% |
| All | +673.5% | +67.3% | +606.2% | +418.9% |
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