+1,022.8%
NBIS vs USFR
+8.2%
+1,014.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -0.2% |
| 7D | -0.8% | +0.1% | -1.0% | +1.6% |
| 30D | -13.4% | +0.4% | -13.7% | -7.5% |
| 3M | +1.0% | +1.0% | 0.0% | +21.7% |
| 6M | +100.5% | +2.0% | +98.5% | +154.0% |
| YTD | +168.3% | +2.8% | +165.5% | +224.9% |
| 1Y | +151.8% | +4.1% | +147.7% | +173.5% |
| All | +1,022.8% | +8.2% | +1,014.5% | +1,538.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling