+17.2%
ABNB vs VFC
-82.4%
+99.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.2% |
| 7D | -7.4% | -2.3% | -5.1% | -6.8% |
| 30D | -8.2% | -13.4% | +5.2% | -4.5% |
| 3M | +29.1% | -23.7% | +52.8% | +37.9% |
| 6M | +26.6% | -24.5% | +51.0% | +35.0% |
| YTD | +25.0% | -27.8% | +52.8% | +34.6% |
| 1Y | +37.0% | -13.5% | +50.5% | +38.8% |
| 3Y | +16.3% | -27.1% | +43.4% | +10.7% |
| 5Y | +2.2% | -79.0% | +81.2% | +67.0% |
| All | +17.2% | -82.4% | +99.7% | +85.7% |
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