+479.4%
NBIS vs VST
+2.3%
+477.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.8% | -8.9% |
| 7D | -10.5% | +6.6% | -17.1% | -15.1% |
| 30D | -37.7% | -12.4% | -25.3% | -30.1% |
| 3M | -54.6% | -9.0% | -45.6% | -50.8% |
| 6M | -44.1% | -6.4% | -37.6% | -40.1% |
| YTD | +38.4% | -17.2% | +55.6% | +58.3% |
| 1Y | +30.7% | -22.0% | +52.8% | +57.7% |
| All | +479.4% | +2.3% | +477.1% | +483.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling