+479.4%
NBIS vs ROIV
+232.5%
+246.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.2% | -8.8% | -9.1% |
| 7D | -10.5% | +1.7% | -12.2% | -10.7% |
| 30D | -37.7% | +17.6% | -55.3% | -43.7% |
| 3M | -54.6% | +9.0% | -63.5% | -57.4% |
| 6M | -44.1% | +35.3% | -79.4% | -55.4% |
| YTD | +38.4% | +82.2% | -43.7% | -13.2% |
| 1Y | +30.7% | +92.3% | -61.5% | -22.0% |
| All | +479.4% | +232.5% | +246.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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