+1,040.6%
NBIS vs XLC
+24.8%
+1,015.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -6.0% |
| 7D | +8.3% | -1.7% | +10.0% | +10.8% |
| 30D | +18.1% | +0.2% | +17.8% | +16.6% |
| 3M | +7.8% | +0.7% | +7.1% | +1.9% |
| 6M | +136.6% | -4.5% | +141.0% | +151.9% |
| YTD | +172.5% | -4.7% | +177.3% | +187.2% |
| 1Y | +144.3% | -1.5% | +145.8% | +135.1% |
| All | +1,040.6% | +24.8% | +1,015.7% | +645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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