+61.8%
XLV vs ABNB
+16.6%
+45.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -3.6% | -6.5% | +2.9% | -3.0% |
| 30D | -1.8% | -5.5% | +3.7% | -1.4% |
| 3M | +7.8% | +30.0% | -22.3% | +5.4% |
| 6M | +9.1% | +27.6% | -18.5% | +6.8% |
| YTD | +7.7% | +25.4% | -17.7% | +5.5% |
| 1Y | +20.4% | +38.3% | -17.9% | +16.9% |
| 3Y | +30.8% | +15.5% | +15.3% | +27.3% |
| 5Y | +34.6% | +3.0% | +31.6% | +29.0% |
| All | +61.8% | +16.6% | +45.2% | +55.5% |
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