+2.2%
ABNB vs VSH
+67.3%
-65.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -7.4% | +3.5% | -11.0% | -8.4% |
| 30D | -8.2% | -4.4% | -3.8% | -7.4% |
| 3M | +29.1% | -45.8% | +75.0% | +51.6% |
| 6M | +26.6% | +90.1% | -63.6% | -14.2% |
| YTD | +25.0% | +120.3% | -95.3% | -22.1% |
| 1Y | +37.0% | +112.2% | -75.2% | -14.6% |
| 3Y | +16.3% | +36.6% | -20.3% | -12.4% |
| 5Y | +2.2% | +67.0% | -64.8% | -39.8% |
| All | +2.2% | +67.3% | -65.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling