+1,040.6%
NBIS vs VRT
+123.1%
+917.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.6% | +0.5% | -0.2% |
| 7D | +8.3% | -7.7% | +16.0% | +15.6% |
| 30D | +18.1% | -12.0% | +30.0% | +32.4% |
| 3M | +7.8% | -11.7% | +19.4% | +21.4% |
| 6M | +136.6% | -8.1% | +144.6% | +156.5% |
| YTD | +172.5% | +53.2% | +119.3% | +80.2% |
| 1Y | +144.3% | +81.7% | +62.6% | +37.1% |
| All | +1,040.6% | +123.1% | +917.5% | +474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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