+1,040.6%
NBIS vs XME
+72.3%
+968.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -0.4% |
| 7D | +8.3% | -3.0% | +11.3% | +12.8% |
| 30D | +18.1% | -2.6% | +20.6% | +21.3% |
| 3M | +7.8% | +2.2% | +5.6% | +5.5% |
| 6M | +136.6% | +0.7% | +135.9% | +132.6% |
| YTD | +172.5% | +10.9% | +161.6% | +139.4% |
| 1Y | +144.3% | +35.7% | +108.5% | +62.5% |
| All | +1,040.6% | +72.3% | +968.2% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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