+485.0%
NBIS vs VG
-38.0%
+523.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +7.3% |
| 7D | +22.2% | -2.5% | +24.7% | +22.8% |
| 30D | +29.7% | +11.1% | +18.7% | +26.8% |
| 3M | +11.9% | +14.9% | -3.0% | +7.1% |
| 6M | +173.0% | +18.4% | +154.7% | +148.2% |
| YTD | +191.4% | +116.6% | +74.8% | +113.5% |
| 1Y | +280.7% | +9.4% | +271.3% | +239.4% |
| All | +485.0% | -38.0% | +523.0% | +938.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling