+48.8%
ABNB vs VFC
+40.6%
+8.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +10.8% | +30.7% | -19.9% | +2.9% |
| 3M | -2.1% | +40.6% | -42.7% | -11.0% |
| 6M | +32.2% | +16.5% | +15.7% | +25.1% |
| YTD | +33.5% | +16.2% | +17.3% | +25.3% |
| All | +48.8% | +40.6% | +8.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling