+1,119.4%
NBIS vs NEM
+123.8%
+995.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.0% |
| 7D | +22.2% | +3.9% | +18.4% | +20.3% |
| 30D | +29.7% | +12.7% | +17.0% | +23.4% |
| 3M | +11.9% | +28.7% | -16.8% | +0.6% |
| 6M | +173.0% | +9.8% | +163.2% | +155.9% |
| YTD | +191.4% | +28.1% | +163.3% | +164.6% |
| 1Y | +280.7% | +69.3% | +211.4% | +224.5% |
| All | +1,119.4% | +123.8% | +995.6% | +700.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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