+1,022.8%
NBIS vs NTAP
+63.9%
+958.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.1% | -7.8% |
| 7D | -0.8% | +7.4% | -8.2% | -6.3% |
| 30D | -13.4% | -1.4% | -12.0% | -12.6% |
| 3M | +1.0% | +24.6% | -23.5% | -16.0% |
| 6M | +100.5% | +105.9% | -5.4% | -3.3% |
| YTD | +168.3% | +88.5% | +79.7% | +40.8% |
| 1Y | +151.8% | +62.1% | +89.7% | +58.2% |
| All | +1,022.8% | +63.9% | +958.8% | +592.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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