+10.0%
ABNB vs NVTS
-36.0%
+46.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.7% |
| 7D | -1.7% | +3.9% | -5.6% | -2.2% |
| 30D | +11.8% | -4.3% | +16.1% | +11.7% |
| 3M | +0.9% | -34.5% | +35.4% | +3.7% |
| 6M | +40.5% | -57.7% | +98.2% | +47.3% |
| YTD | +37.6% | +25.4% | +12.3% | +26.1% |
| 1Y | +54.1% | +13.1% | +41.0% | +42.2% |
| 3Y | +56.8% | +48.9% | +7.8% | +25.0% |
| 5Y | -9.6% | -51.8% | +42.2% | -27.9% |
| All | +10.0% | -36.0% | +46.0% | -16.3% |
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