+1,119.4%
NBIS vs UL
-3.6%
+1,123.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +6.6% |
| 7D | +22.2% | -1.3% | +23.5% | +20.6% |
| 30D | +29.7% | +0.9% | +28.8% | +32.3% |
| 3M | +11.9% | +14.2% | -2.4% | +30.4% |
| 6M | +173.0% | -3.2% | +176.2% | +181.8% |
| YTD | +191.4% | -0.3% | +191.7% | +210.4% |
| 1Y | +280.7% | -8.8% | +289.5% | +281.7% |
| All | +1,119.4% | -3.6% | +1,123.0% | +1,568.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 all: compounded portfolio wealth divided by compounded UL 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…
all analysis · Full analysis span regression · 6 months rolling