+1,040.6%
NBIS vs VST
+12.9%
+1,027.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -2.7% |
| 7D | +8.3% | +2.0% | +6.3% | +6.8% |
| 30D | +18.1% | +1.5% | +16.6% | +17.3% |
| 3M | +7.8% | +6.3% | +1.5% | +5.1% |
| 6M | +136.6% | -10.3% | +146.9% | +156.1% |
| YTD | +172.5% | -8.6% | +181.1% | +187.4% |
| 1Y | +144.3% | -29.3% | +173.6% | +223.5% |
| All | +1,040.6% | +12.9% | +1,027.7% | +958.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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