+1,101.8%
NBIS vs REPL
+26.3%
+1,075.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.4% |
| 7D | +17.8% | -9.6% | +27.3% | +18.2% |
| 30D | +30.5% | +5.7% | +24.8% | +30.3% |
| 3M | +9.2% | +56.4% | -47.2% | +6.4% |
| 6M | +153.2% | +67.4% | +85.7% | +140.1% |
| YTD | +187.1% | +48.7% | +138.5% | +172.3% |
| 1Y | +151.1% | +148.3% | +2.8% | +135.5% |
| All | +1,101.8% | +26.3% | +1,075.4% | +965.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling