+1,040.6%
NBIS vs VFC
-26.1%
+1,066.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.5% | -4.5% |
| 7D | +8.3% | -3.3% | +11.6% | +9.6% |
| 30D | +18.1% | -14.0% | +32.1% | +24.5% |
| 3M | +7.8% | -22.6% | +30.3% | +16.8% |
| 6M | +136.6% | -24.7% | +161.3% | +156.2% |
| YTD | +172.5% | -29.0% | +201.5% | +201.4% |
| 1Y | +144.3% | -13.8% | +158.0% | +145.2% |
| All | +1,040.6% | -26.1% | +1,066.6% | +1,165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling