+1,022.8%
NBIS vs NSC
+32.4%
+990.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | -13.4% | -4.5% | -8.9% | -12.9% |
| 3M | +1.0% | +3.5% | -2.5% | -0.5% |
| 6M | +100.5% | +8.5% | +92.0% | +92.3% |
| YTD | +168.3% | +12.3% | +155.9% | +152.6% |
| 1Y | +151.8% | +18.9% | +132.8% | +129.6% |
| All | +1,022.8% | +32.4% | +990.3% | +735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling