+34.9%
NEE vs ABNB
+27.9%
+6.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | -2.1% | -1.7% | -0.4% | -2.0% |
| 30D | +8.6% | +11.8% | -3.2% | +7.6% |
| 3M | -0.3% | +0.9% | -1.2% | -0.5% |
| 6M | -8.9% | +40.5% | -49.4% | -11.5% |
| YTD | +8.3% | +37.6% | -29.3% | +5.2% |
| 1Y | +4.3% | +54.1% | -49.9% | +0.2% |
| 3Y | +70.7% | +56.8% | +14.0% | +61.5% |
| 5Y | +12.8% | -9.6% | +22.4% | +6.5% |
| All | +34.9% | +27.9% | +6.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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