+42.0%
XLP vs ABNB
-6.6%
+48.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.7% | -13.0% | -2.1% |
| 7D | +0.7% | +15.6% | -14.8% | -0.3% |
| 30D | +10.3% | +18.3% | -8.0% | +8.9% |
| 3M | +6.5% | +25.3% | -18.8% | +4.7% |
| 6M | +8.4% | +35.8% | -27.4% | +5.9% |
| YTD | +18.2% | +40.0% | -21.8% | +15.1% |
| 1Y | +22.4% | +57.6% | -35.2% | +18.2% |
| 3Y | +41.9% | +60.8% | -18.9% | +35.1% |
| All | +42.0% | -6.6% | +48.6% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling