+45.7%
XLP vs ABNB
+19.5%
+26.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | -1.4% | -4.4% | +2.9% | -1.2% |
| 30D | -1.3% | -2.0% | +0.7% | -1.2% |
| 3M | +1.8% | +29.8% | -28.0% | +0.5% |
| 6M | -0.8% | +31.0% | -31.8% | -2.2% |
| YTD | +9.5% | +28.6% | -19.1% | +8.0% |
| 1Y | +7.2% | +40.1% | -32.9% | +5.2% |
| 3Y | +27.1% | +19.7% | +7.4% | +24.7% |
| 5Y | +32.0% | +6.5% | +25.6% | +27.8% |
| All | +45.7% | +19.5% | +26.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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