+56.8%
ABNB vs ETR
+155.2%
-98.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.7% | +1.2% | -2.8% | -1.7% |
| 30D | +11.8% | +7.0% | +4.8% | +11.6% |
| 3M | +0.9% | +4.6% | -3.7% | +0.7% |
| 6M | +40.5% | +0.1% | +40.3% | +40.4% |
| YTD | +37.6% | +23.2% | +14.4% | +34.8% |
| 1Y | +54.1% | +20.6% | +33.5% | +51.3% |
| 3Y | +56.8% | +156.3% | -99.5% | +27.4% |
| All | +56.8% | +155.2% | -98.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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