+1,119.4%
NBIS vs VMC
+0.2%
+1,119.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.3% |
| 7D | +22.2% | -0.5% | +22.8% | +22.4% |
| 30D | +29.7% | -9.1% | +38.8% | +34.0% |
| 3M | +11.9% | -4.1% | +16.0% | +9.4% |
| 6M | +173.0% | -5.5% | +178.5% | +165.9% |
| YTD | +191.4% | -8.9% | +200.3% | +191.8% |
| 1Y | +280.7% | -12.9% | +293.6% | +290.4% |
| All | +1,119.4% | +0.2% | +1,119.2% | +991.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling