+248.8%
NBIS vs VFC
-6.8%
+255.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +7.1% |
| 7D | +8.2% | -1.6% | +9.8% | +8.5% |
| 30D | +3.4% | -11.6% | +15.0% | +5.5% |
| 3M | -12.8% | -18.1% | +5.3% | -9.8% |
| 6M | +131.5% | -27.4% | +158.9% | +142.8% |
| YTD | +170.5% | -24.8% | +195.3% | +185.0% |
| 1Y | +248.8% | -8.2% | +257.0% | +282.2% |
| All | +248.8% | -6.8% | +255.6% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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