+25.2%
ABNB vs VSH
+59.3%
-34.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.2% |
| 7D | +6.5% | +26.2% | -19.7% | -0.4% |
| 30D | +9.4% | -12.5% | +21.9% | +11.5% |
| 3M | +0.6% | -16.9% | +17.5% | +2.9% |
| 6M | +33.7% | -17.0% | +50.7% | +25.3% |
| YTD | +33.5% | +93.8% | -60.4% | -14.5% |
| 1Y | +48.8% | +99.3% | -50.5% | -6.2% |
| 3Y | +53.3% | +35.0% | +18.3% | +8.5% |
| 5Y | -12.3% | +45.8% | -58.1% | -44.2% |
| All | +25.2% | +59.3% | -34.2% | -13.5% |
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