+33.8%
NEE vs ABNB
+16.0%
+17.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | -0.5% | -7.4% | +6.9% | -0.3% |
| 30D | -1.7% | -8.2% | +6.5% | -1.5% |
| 3M | -1.8% | +29.1% | -31.0% | -2.6% |
| 6M | -8.8% | +26.6% | -35.4% | -9.6% |
| YTD | +5.2% | +25.0% | -19.8% | +4.3% |
| 1Y | +21.3% | +37.0% | -15.7% | +19.5% |
| All | +33.8% | +16.0% | +17.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling