+2.2%
ABNB vs ETR
+122.8%
-120.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.7% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | -8.2% | +2.0% | -10.2% | -8.4% |
| 3M | +29.1% | -1.7% | +30.8% | +29.3% |
| 6M | +26.6% | +3.6% | +23.0% | +25.3% |
| YTD | +25.0% | +18.0% | +6.9% | +20.7% |
| 1Y | +37.0% | +26.2% | +10.8% | +30.6% |
| 3Y | +16.3% | +148.0% | -131.7% | -5.2% |
| 5Y | +2.2% | +126.1% | -123.9% | -17.1% |
| All | +2.2% | +122.8% | -120.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling