+25.7%
ABNB vs FTV
+12.3%
+13.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.1% |
| 7D | -4.0% | -4.5% | +0.5% | -1.0% |
| 30D | +19.3% | -7.1% | +26.4% | +25.3% |
| 3M | +36.1% | -7.2% | +43.2% | +42.0% |
| 6M | +34.2% | -1.5% | +35.7% | +34.1% |
| YTD | +34.1% | +3.5% | +30.6% | +27.9% |
| 1Y | +45.1% | +20.3% | +24.8% | +23.3% |
| 3Y | +37.1% | -3.1% | +40.2% | +33.7% |
| 5Y | +15.2% | +2.3% | +12.8% | -3.7% |
| All | +25.7% | +12.3% | +13.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling