+15.9%
ABNB vs EFV
+122.4%
-106.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -9.5% | -2.0% | -7.5% | -7.4% |
| 30D | -9.4% | -0.2% | -9.2% | -9.1% |
| 3M | +29.9% | +9.1% | +20.7% | +17.7% |
| 6M | +26.6% | +11.7% | +14.9% | +11.3% |
| YTD | +23.5% | +17.0% | +6.5% | +2.2% |
| 1Y | +35.8% | +26.7% | +9.1% | +2.3% |
| 3Y | +15.0% | +90.2% | -75.2% | -48.0% |
| 5Y | +1.5% | +96.1% | -94.6% | -56.5% |
| All | +15.9% | +122.4% | -106.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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