+1,040.6%
NBIS vs T
+26.4%
+1,014.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -3.8% |
| 7D | +8.3% | -2.4% | +10.7% | +6.3% |
| 30D | +18.1% | +4.3% | +13.8% | +22.9% |
| 3M | +7.8% | +11.6% | -3.8% | +20.8% |
| 6M | +136.6% | -5.6% | +142.1% | +141.2% |
| YTD | +172.5% | +6.6% | +166.0% | +198.1% |
| 1Y | +144.3% | -8.4% | +152.6% | +154.3% |
| All | +1,040.6% | +26.4% | +1,014.2% | +1,777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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