+29.1%
ABNB vs USFR
+21.4%
+7.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | +11.8% | +0.4% | +11.4% | +11.5% |
| 3M | +0.9% | +1.1% | -0.2% | +0.3% |
| 6M | +40.5% | +2.0% | +38.4% | +38.7% |
| YTD | +37.6% | +3.5% | +34.2% | +34.3% |
| 1Y | +54.1% | +4.1% | +50.0% | +49.3% |
| 3Y | +56.8% | +14.4% | +42.4% | +40.3% |
| 5Y | -9.6% | +21.4% | -31.0% | -30.8% |
| All | +29.1% | +21.4% | +7.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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