+31.5%
ABNB vs VCIT
+3.3%
+28.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +11.2% | +0.7% | +10.5% | +10.1% |
| 30D | +14.7% | +1.8% | +12.9% | +11.9% |
| 3M | +6.9% | -1.6% | +8.4% | +9.2% |
| 6M | +34.5% | -2.1% | +36.6% | +38.6% |
| YTD | +40.2% | -1.6% | +41.8% | +43.7% |
| 1Y | +57.4% | -0.8% | +58.2% | +59.7% |
| 3Y | +64.7% | +19.9% | +44.8% | +29.0% |
| 5Y | -2.3% | +3.3% | -5.6% | -5.2% |
| All | +31.5% | +3.3% | +28.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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