+17.6%
ABNB vs NVT
+645.0%
-627.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | -0.1% |
| 7D | -6.5% | +4.1% | -10.5% | -7.8% |
| 30D | -5.5% | -5.1% | -0.4% | -4.3% |
| 3M | +30.0% | -1.2% | +31.2% | +27.8% |
| 6M | +27.6% | +46.6% | -19.0% | +5.1% |
| YTD | +25.4% | +60.0% | -34.6% | -1.2% |
| 1Y | +38.3% | +70.8% | -32.5% | +4.4% |
| 3Y | +15.5% | +187.5% | -172.0% | -38.3% |
| 5Y | +3.0% | +426.1% | -423.1% | -60.7% |
| All | +17.6% | +645.0% | -627.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling