+29.1%
ABNB vs VSH
+52.6%
-23.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +4.2% |
| 7D | -1.7% | +14.3% | -16.0% | -5.7% |
| 30D | +11.8% | -7.9% | +19.7% | +12.4% |
| 3M | +0.9% | -19.9% | +20.7% | +4.1% |
| 6M | +40.5% | -30.5% | +71.0% | +41.2% |
| YTD | +37.6% | +85.7% | -48.0% | -10.9% |
| 1Y | +54.1% | +98.9% | -44.8% | -3.6% |
| 3Y | +56.8% | +32.1% | +24.7% | +10.7% |
| 5Y | -9.6% | +39.7% | -49.2% | -41.8% |
| All | +29.1% | +52.6% | -23.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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