+42.5%
ABNB vs VG
-46.6%
+89.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -3.2% |
| 7D | +2.7% | +5.5% | -2.8% | +2.6% |
| 30D | +10.8% | -3.6% | +14.4% | +10.7% |
| 3M | -2.1% | -4.0% | +1.9% | -2.2% |
| 6M | +32.2% | +9.4% | +22.8% | +30.1% |
| YTD | +33.5% | +86.6% | -53.2% | +20.6% |
| 1Y | +47.8% | +69.5% | -21.7% | +34.8% |
| All | +42.5% | -46.6% | +89.1% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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