+6.5%
ABNB vs XLC
+37.3%
-30.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -4.4% | +0.6% | -5.0% | -5.1% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +29.8% | +0.6% | +29.2% | +28.5% |
| 6M | +31.0% | -4.5% | +35.5% | +38.6% |
| YTD | +28.6% | -4.7% | +33.3% | +36.4% |
| 1Y | +40.1% | -1.7% | +41.7% | +42.4% |
| 3Y | +19.7% | +72.3% | -52.6% | -40.3% |
| 5Y | +6.5% | +37.8% | -31.3% | -23.5% |
| All | +6.5% | +37.3% | -30.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling