+29.2%
ABNB vs VFC
-71.6%
+100.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +11.9% | +3.5% | +8.4% | +10.9% |
| 30D | +12.7% | +38.3% | -25.6% | +3.0% |
| 3M | +1.2% | +40.2% | -39.0% | -8.0% |
| 6M | +32.1% | +10.6% | +21.5% | +26.9% |
| YTD | +37.7% | +16.7% | +21.0% | +29.6% |
| 1Y | +55.5% | +45.0% | +10.5% | +37.5% |
| 3Y | +58.2% | +48.8% | +9.4% | +22.3% |
| 5Y | -2.8% | -67.6% | +64.8% | +39.8% |
| All | +29.2% | -71.6% | +100.7% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling