+28.0%
NBIS vs VG
+47.2%
-19.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.7% | +1.0% | -6.2% |
| 7D | -22.4% | -16.4% | -6.0% | -21.6% |
| 30D | -39.1% | -10.8% | -28.4% | -38.6% |
| 3M | -37.3% | -6.3% | -31.0% | -36.8% |
| 6M | -19.8% | -12.5% | -7.3% | -18.7% |
| YTD | +69.1% | +76.9% | -7.8% | +34.4% |
| 1Y | +28.0% | +51.8% | -23.8% | +1.5% |
| All | +28.0% | +47.2% | -19.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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