+1,040.6%
NBIS vs PM
+68.1%
+972.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.3% | -4.0% |
| 7D | +8.3% | +1.9% | +6.4% | +9.5% |
| 30D | +18.1% | +1.9% | +16.1% | +19.6% |
| 3M | +7.8% | +4.6% | +3.2% | +11.1% |
| 6M | +136.6% | +11.7% | +124.9% | +150.5% |
| YTD | +172.5% | +20.4% | +152.2% | +201.7% |
| 1Y | +144.3% | +19.0% | +125.3% | +174.0% |
| All | +1,040.6% | +68.1% | +972.4% | +1,718.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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