+19.7%
ABNB vs VFC
-25.9%
+45.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -2.0% | -11.9% | +10.0% | +0.6% |
| 3M | +29.8% | -20.2% | +50.0% | +35.1% |
| 6M | +31.0% | -23.0% | +54.0% | +37.0% |
| YTD | +28.6% | -26.2% | +54.8% | +35.4% |
| 1Y | +40.1% | -13.3% | +53.4% | +42.0% |
| 3Y | +19.7% | -25.5% | +45.2% | +14.6% |
| All | +19.7% | -25.9% | +45.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling