+28.0%
NBIS vs TROW
+17.3%
+10.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.6% | -9.0% |
| 7D | -22.4% | +8.2% | -30.6% | -25.1% |
| 30D | -39.1% | +8.3% | -47.5% | -41.3% |
| 3M | -37.3% | -1.6% | -35.7% | -36.6% |
| 6M | -19.8% | +11.9% | -31.7% | -28.5% |
| YTD | +69.1% | +14.3% | +54.7% | +44.9% |
| 1Y | +28.0% | +17.0% | +11.0% | +9.6% |
| All | +28.0% | +17.3% | +10.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling