+17.6%
ABNB vs VCLT
-15.9%
+33.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.5% | -1.4% | -5.1% | -5.5% |
| 30D | -5.5% | -1.2% | -4.3% | -4.7% |
| 3M | +30.0% | -4.8% | +34.8% | +34.7% |
| 6M | +27.6% | -2.6% | +30.2% | +30.2% |
| YTD | +25.4% | -3.3% | +28.7% | +28.6% |
| 1Y | +38.3% | -4.8% | +43.1% | +43.3% |
| 3Y | +15.5% | +11.5% | +4.0% | +6.1% |
| 5Y | +3.0% | -17.0% | +20.0% | +14.9% |
| All | +17.6% | -15.9% | +33.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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