+61.1%
XLP vs ABNB
+27.9%
+33.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.3% |
| 7D | +2.5% | -1.7% | +4.2% | +2.6% |
| 30D | +7.3% | +11.8% | -4.5% | +6.7% |
| 3M | +8.1% | +0.9% | +7.2% | +7.9% |
| 6M | +10.5% | +40.5% | -30.0% | +8.5% |
| YTD | +21.2% | +37.6% | -16.4% | +19.0% |
| 1Y | +22.7% | +54.1% | -31.4% | +19.8% |
| 3Y | +44.8% | +56.8% | -12.0% | +40.2% |
| 5Y | +44.7% | -9.6% | +54.3% | +38.9% |
| All | +61.1% | +27.9% | +33.2% | +55.4% |
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