+221.4%
NBIS vs VG
-49.4%
+270.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.6% |
| 7D | -11.6% | -7.7% | -3.9% | -10.0% |
| 30D | -39.4% | -8.8% | -30.6% | -38.2% |
| 3M | -27.2% | -15.6% | -11.6% | -24.9% |
| 6M | -24.3% | +5.2% | -29.5% | -27.1% |
| YTD | +60.1% | +76.9% | -16.8% | +22.0% |
| 1Y | +21.9% | +42.5% | -20.6% | -0.9% |
| All | +221.4% | -49.4% | +270.8% | +493.5% |
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 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