+47.0%
ABNB vs VG
-44.6%
+91.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.1% |
| 7D | -1.7% | +14.0% | -15.7% | -1.9% |
| 30D | +11.8% | -1.0% | +12.8% | +11.7% |
| 3M | +0.9% | -2.7% | +3.6% | +0.8% |
| 6M | +40.5% | +1.5% | +39.0% | +39.3% |
| YTD | +37.6% | +93.7% | -56.1% | +24.3% |
| 1Y | +54.1% | +68.5% | -14.4% | +41.4% |
| All | +47.0% | -44.6% | +91.5% | +41.2% |
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