-2.8%
ABNB vs ESI
+39.6%
-42.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | +11.9% | -6.6% | +18.6% | +15.2% |
| 30D | +12.7% | -9.8% | +22.5% | +17.1% |
| 3M | +1.2% | -11.9% | +13.1% | +5.2% |
| 6M | +32.1% | -25.1% | +57.2% | +44.5% |
| YTD | +37.7% | +31.9% | +5.8% | +2.2% |
| 1Y | +55.5% | +19.2% | +36.3% | +22.9% |
| 3Y | +58.2% | +76.2% | -18.0% | -15.5% |
| 5Y | -2.8% | +39.4% | -42.2% | -34.2% |
| All | -2.8% | +39.6% | -42.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling