+479.4%
NBIS vs XRT
+19.2%
+460.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.4% | -10.3% | -10.3% |
| 7D | -10.5% | +1.7% | -12.2% | -11.4% |
| 30D | -37.7% | +7.5% | -45.2% | -41.9% |
| 3M | -54.6% | +2.2% | -56.8% | -55.8% |
| 6M | -44.1% | +14.7% | -58.7% | -54.0% |
| YTD | +38.4% | +7.5% | +30.9% | +23.5% |
| 1Y | +30.7% | +14.1% | +16.6% | +6.8% |
| All | +479.4% | +19.2% | +460.2% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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