-12.3%
ABNB vs FTV
+18.0%
-30.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +6.5% | +3.7% | +2.8% | +3.7% |
| 30D | +9.4% | +16.8% | -7.5% | -2.4% |
| 3M | +0.6% | +10.4% | -9.8% | -6.8% |
| 6M | +33.7% | +12.8% | +20.9% | +21.0% |
| YTD | +33.5% | +23.3% | +10.2% | +11.0% |
| 1Y | +48.8% | +31.0% | +17.9% | +17.6% |
| 3Y | +53.3% | +38.6% | +14.7% | +9.8% |
| 5Y | -12.3% | +17.6% | -29.9% | -35.2% |
| All | -12.3% | +18.0% | -30.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling