+443.0%
NBIS vs VG
-39.3%
+482.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.6% |
| 7D | +8.2% | +1.7% | +6.5% | +7.8% |
| 30D | +3.4% | +16.0% | -12.6% | -0.2% |
| 3M | -12.8% | +9.7% | -22.5% | -15.6% |
| 6M | +131.5% | +29.6% | +102.0% | +103.7% |
| YTD | +170.5% | +112.0% | +58.4% | +99.0% |
| 1Y | +248.8% | +12.8% | +236.0% | +205.2% |
| All | +443.0% | -39.3% | +482.4% | +868.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling