+6.2%
ABNB vs EFV
+95.9%
-89.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.2% |
| 7D | -6.5% | -0.8% | -5.7% | -5.5% |
| 30D | -5.5% | +0.6% | -6.1% | -6.2% |
| 3M | +30.0% | +7.5% | +22.5% | +19.0% |
| 6M | +27.6% | +13.0% | +14.6% | +9.2% |
| YTD | +25.4% | +18.3% | +7.1% | +0.5% |
| 1Y | +38.3% | +26.7% | +11.6% | +1.2% |
| 3Y | +15.5% | +89.6% | -74.1% | -52.5% |
| All | +6.2% | +95.9% | -89.7% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling