+28.0%
NBIS vs VIVK
-100.0%
+128.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -27.5% | +20.8% | -6.0% |
| 7D | -22.4% | -68.7% | +46.3% | -20.7% |
| 30D | -39.1% | -90.0% | +50.9% | -37.1% |
| 3M | -37.3% | -98.1% | +60.7% | -34.9% |
| 6M | -19.8% | -99.9% | +80.1% | -14.1% |
| YTD | +69.1% | -99.9% | +169.0% | +76.9% |
| 1Y | +28.0% | -100.0% | +128.0% | +71.0% |
| All | +28.0% | -100.0% | +128.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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