+29.2%
ABNB vs VCIT
+3.1%
+26.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.9% |
| 7D | +11.9% | +0.1% | +11.8% | +11.8% |
| 30D | +12.7% | +1.1% | +11.6% | +11.0% |
| 3M | +1.2% | -1.4% | +2.5% | +3.2% |
| 6M | +32.1% | -2.3% | +34.4% | +36.6% |
| YTD | +37.7% | -1.8% | +39.5% | +41.6% |
| 1Y | +55.5% | -1.0% | +56.5% | +58.2% |
| 3Y | +58.2% | +19.3% | +38.9% | +24.8% |
| 5Y | -2.8% | +3.8% | -6.6% | -6.8% |
| All | +29.2% | +3.1% | +26.1% | +27.7% |
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