+15.9%
ABNB vs XLC
+78.4%
-62.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.9% |
| 7D | -9.5% | -1.7% | -7.8% | -7.7% |
| 30D | -9.4% | +0.2% | -9.6% | -9.5% |
| 3M | +29.9% | +0.7% | +29.2% | +28.6% |
| 6M | +26.6% | -4.5% | +31.0% | +33.5% |
| YTD | +23.5% | -4.7% | +28.3% | +30.8% |
| 1Y | +35.8% | -1.5% | +37.3% | +37.9% |
| 3Y | +15.0% | +72.2% | -57.3% | -39.9% |
| 5Y | +1.5% | +39.3% | -37.8% | -37.0% |
| All | +15.9% | +78.4% | -62.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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