+29.1%
ABNB vs VFC
-71.7%
+100.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +11.8% | +25.5% | -13.7% | +5.0% |
| 3M | +0.9% | +41.3% | -40.4% | -8.5% |
| 6M | +40.5% | +22.2% | +18.2% | +31.2% |
| YTD | +37.6% | +16.4% | +21.2% | +29.6% |
| 1Y | +54.1% | +38.4% | +15.7% | +38.0% |
| 3Y | +56.8% | +56.2% | +0.5% | +19.1% |
| 5Y | -9.6% | -68.2% | +58.6% | +30.4% |
| All | +29.1% | -71.7% | +100.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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