-1.2%
ABNB vs NVTS
-20.2%
+19.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.8% |
| 7D | -9.5% | +0.5% | -10.0% | -9.6% |
| 30D | -9.4% | -18.0% | +8.6% | -8.0% |
| 3M | +29.9% | -45.6% | +75.5% | +35.4% |
| 6M | +26.6% | +28.5% | -1.9% | +18.3% |
| YTD | +23.5% | +56.2% | -32.6% | +11.8% |
| 1Y | +35.8% | +97.7% | -61.8% | +17.2% |
| 3Y | +15.0% | +35.0% | -20.0% | -1.5% |
| All | -1.2% | -20.2% | +19.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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