+1,022.8%
NBIS vs VYM
+29.8%
+993.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -3.0% |
| 7D | -0.8% | -0.8% | 0.0% | +0.9% |
| 30D | -13.4% | -2.2% | -11.1% | -9.1% |
| 3M | +1.0% | +3.1% | -2.0% | -5.2% |
| 6M | +100.5% | +9.7% | +90.8% | +65.0% |
| YTD | +168.3% | +14.9% | +153.4% | +102.9% |
| 1Y | +151.8% | +17.6% | +134.2% | +82.0% |
| All | +1,022.8% | +29.8% | +993.0% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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