+17.6%
ABNB vs FTV
+7.9%
+9.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -6.5% | -4.0% | -2.5% | -3.9% |
| 30D | -5.5% | -11.0% | +5.5% | +2.1% |
| 3M | +30.0% | -8.4% | +38.5% | +37.2% |
| 6M | +27.6% | -2.6% | +30.1% | +28.3% |
| YTD | +25.4% | -0.6% | +26.0% | +23.0% |
| 1Y | +38.3% | +11.0% | +27.4% | +24.6% |
| 3Y | +15.5% | -6.3% | +21.9% | +15.3% |
| 5Y | +3.0% | -1.5% | +4.6% | -11.5% |
| All | +17.6% | +7.9% | +9.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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