+1,040.6%
NBIS vs VMC
-2.8%
+1,043.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +8.3% | -3.7% | +12.0% | +9.8% |
| 30D | +18.1% | -12.8% | +30.8% | +23.8% |
| 3M | +7.8% | -7.9% | +15.7% | +7.2% |
| 6M | +136.6% | -7.5% | +144.1% | +131.3% |
| YTD | +172.5% | -11.6% | +184.1% | +176.0% |
| 1Y | +144.3% | -14.3% | +158.5% | +151.7% |
| All | +1,040.6% | -2.8% | +1,043.3% | +932.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling