+29.1%
ABNB vs XYL
+3.2%
+25.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | -1.7% | -3.7% | +2.0% | +0.4% |
| 30D | +11.8% | -8.3% | +20.1% | +16.0% |
| 3M | +0.9% | -21.4% | +22.3% | +14.0% |
| 6M | +40.5% | -12.9% | +53.4% | +48.3% |
| YTD | +37.6% | -30.1% | +67.7% | +64.7% |
| 1Y | +54.1% | -35.2% | +89.3% | +93.4% |
| 3Y | +56.8% | -0.8% | +57.5% | +43.3% |
| 5Y | -9.6% | -23.2% | +13.7% | -13.0% |
| All | +29.1% | +3.2% | +25.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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