+6.5%
ABNB vs VFC
-78.3%
+84.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.5% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -2.0% | -11.9% | +10.0% | +1.6% |
| 3M | +29.8% | -20.2% | +50.0% | +37.1% |
| 6M | +31.0% | -23.0% | +54.0% | +39.2% |
| YTD | +28.6% | -26.2% | +54.8% | +37.9% |
| 1Y | +40.1% | -13.3% | +53.4% | +41.8% |
| 3Y | +19.7% | -25.5% | +45.2% | +12.9% |
| 5Y | +6.5% | -78.1% | +84.6% | +123.1% |
| All | +6.5% | -78.3% | +84.8% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling