+29.1%
ABNB vs VMC
+107.5%
-78.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | +11.8% | +15.5% | -3.7% | +3.5% |
| 3M | +0.9% | +0.6% | +0.3% | +0.3% |
| 6M | +40.5% | +2.1% | +38.4% | +37.9% |
| YTD | +37.6% | -1.6% | +39.2% | +35.6% |
| 1Y | +54.1% | -1.2% | +55.3% | +51.3% |
| 3Y | +56.8% | +35.3% | +21.4% | +22.6% |
| 5Y | -9.6% | +43.6% | -53.2% | -36.9% |
| All | +29.1% | +107.5% | -78.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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