+1,031.9%
NBIS vs M
+53.8%
+978.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.3% |
| 7D | +8.2% | +4.7% | +3.5% | +6.1% |
| 30D | +3.4% | -9.6% | +13.0% | +7.8% |
| 3M | -12.8% | +0.9% | -13.7% | -15.0% |
| 6M | +131.5% | +22.3% | +109.3% | +103.6% |
| YTD | +170.5% | +6.5% | +163.9% | +152.4% |
| 1Y | +248.8% | +38.8% | +210.0% | +176.3% |
| All | +1,031.9% | +53.8% | +978.1% | +692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling