+29.1%
ABNB vs XLB
+64.6%
-35.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.3% |
| 30D | +11.8% | +5.2% | +6.7% | +6.4% |
| 3M | +0.9% | +0.3% | +0.6% | +0.5% |
| 6M | +40.5% | +1.2% | +39.3% | +38.3% |
| YTD | +37.6% | +16.6% | +21.0% | +15.7% |
| 1Y | +54.1% | +21.4% | +32.7% | +24.1% |
| 3Y | +56.8% | +43.2% | +13.5% | +4.2% |
| 5Y | -9.6% | +28.0% | -37.6% | -34.1% |
| All | +29.1% | +64.6% | -35.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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