+479.4%
NBIS vs XLC
+22.1%
+457.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.0% | -11.5% |
| 7D | -10.5% | +3.7% | -14.2% | -14.8% |
| 30D | -37.7% | -1.9% | -35.8% | -35.4% |
| 3M | -54.6% | -3.1% | -51.5% | -52.4% |
| 6M | -44.1% | -6.4% | -37.7% | -38.8% |
| YTD | +38.4% | -6.8% | +45.3% | +51.2% |
| 1Y | +30.7% | -1.7% | +32.4% | +25.3% |
| All | +479.4% | +22.1% | +457.3% | +292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling