+25.2%
ABNB vs VFC
-72.6%
+97.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | +6.5% | -1.4% | +7.9% | +6.9% |
| 30D | +9.4% | +24.6% | -15.3% | +2.9% |
| 3M | +0.6% | +38.4% | -37.9% | -8.3% |
| 6M | +33.7% | +15.3% | +18.4% | +26.9% |
| YTD | +33.5% | +12.7% | +20.7% | +26.8% |
| 1Y | +48.8% | +32.7% | +16.2% | +34.9% |
| 3Y | +53.3% | +43.7% | +9.6% | +19.7% |
| 5Y | -12.3% | -69.2% | +56.9% | +27.5% |
| All | +25.2% | -72.6% | +97.7% | +75.0% |
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