+30.4%
NEE vs ABNB
+16.6%
+13.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -1.3% | -6.5% | +5.1% | -0.9% |
| 30D | -3.3% | -5.5% | +2.2% | -3.0% |
| 3M | -2.3% | +30.0% | -32.3% | -4.3% |
| 6M | -8.9% | +27.6% | -36.5% | -10.8% |
| YTD | +4.8% | +25.4% | -20.6% | +2.5% |
| 1Y | +18.7% | +38.3% | -19.6% | +15.2% |
| 3Y | +33.2% | +15.5% | +17.7% | +29.4% |
| 5Y | +10.9% | +3.0% | +7.8% | +5.6% |
| All | +30.4% | +16.6% | +13.9% | +25.2% |
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