+20.6%
ABNB vs EFV
+125.0%
-104.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.3% |
| 7D | -4.4% | +1.0% | -5.4% | -5.4% |
| 30D | -2.0% | +0.2% | -2.2% | -2.2% |
| 3M | +29.8% | +9.6% | +20.2% | +17.0% |
| 6M | +31.0% | +14.0% | +17.0% | +12.5% |
| YTD | +28.6% | +18.5% | +10.1% | +5.0% |
| 1Y | +40.1% | +27.9% | +12.2% | +4.3% |
| 3Y | +19.7% | +92.4% | -72.7% | -46.6% |
| 5Y | +6.5% | +97.2% | -90.7% | -54.9% |
| All | +20.6% | +125.0% | -104.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling