+13.8%
ABNB vs XLRE
+30.1%
-16.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | -9.5% | -2.7% | -6.8% | -7.9% |
| 30D | -9.4% | -2.3% | -7.0% | -7.9% |
| 3M | +29.9% | -3.5% | +33.3% | +32.8% |
| 6M | +26.6% | +1.9% | +24.7% | +24.7% |
| YTD | +23.5% | +8.3% | +15.2% | +16.7% |
| 1Y | +35.8% | +6.4% | +29.5% | +29.8% |
| All | +13.8% | +30.1% | -16.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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