+248.8%
NBIS vs USFR
+4.0%
+244.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +8.0% |
| 7D | +8.2% | +0.1% | +8.2% | +10.0% |
| 30D | +3.4% | +0.3% | +3.1% | +13.1% |
| 3M | -12.8% | +1.0% | -13.8% | +13.4% |
| 6M | +131.5% | +1.9% | +129.6% | +200.8% |
| YTD | +170.5% | +2.6% | +167.8% | +159.2% |
| 1Y | +248.8% | +4.0% | +244.8% | -8.1% |
| All | +248.8% | +4.0% | +244.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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