+15.9%
ABNB vs VIG
+90.4%
-74.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -9.5% | -2.2% | -7.3% | -6.4% |
| 30D | -9.4% | -3.2% | -6.1% | -4.8% |
| 3M | +29.9% | +3.0% | +26.8% | +24.6% |
| 6M | +26.6% | +8.1% | +18.5% | +13.2% |
| YTD | +23.5% | +9.1% | +14.5% | +9.2% |
| 1Y | +35.8% | +12.6% | +23.3% | +14.5% |
| 3Y | +15.0% | +55.4% | -40.4% | -39.5% |
| 5Y | +1.5% | +62.8% | -61.3% | -48.0% |
| All | +15.9% | +90.4% | -74.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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