+1,101.8%
NBIS vs NSC
+33.7%
+1,068.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +17.8% | -2.0% | +19.8% | +18.1% |
| 30D | +30.5% | -3.2% | +33.7% | +31.0% |
| 3M | +9.2% | +3.9% | +5.3% | +7.6% |
| 6M | +153.2% | +7.8% | +145.4% | +144.0% |
| YTD | +187.1% | +13.4% | +173.7% | +170.0% |
| 1Y | +151.1% | +20.3% | +130.8% | +128.5% |
| All | +1,101.8% | +33.7% | +1,068.1% | +792.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling