+547.5%
NBIS vs VST
-4.1%
+551.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.6% | -3.0% | -1.6% |
| 7D | -16.0% | -9.8% | -6.2% | -8.3% |
| 30D | -45.4% | -25.1% | -20.3% | -29.8% |
| 3M | -31.8% | -11.6% | -20.2% | -24.2% |
| 6M | -33.6% | -20.9% | -12.7% | -18.3% |
| YTD | +54.7% | -22.3% | +77.0% | +86.4% |
| 1Y | +18.3% | -32.0% | +50.3% | +61.1% |
| All | +547.5% | -4.1% | +551.5% | +586.7% |
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