-5.5%
ABNB vs VSH
+54.3%
-59.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -5.4% |
| 7D | +2.7% | +12.8% | -10.1% | -1.2% |
| 30D | +10.8% | -9.0% | +19.8% | +11.9% |
| 3M | -2.1% | -12.2% | +10.1% | -1.3% |
| 6M | +32.2% | -15.9% | +48.1% | +23.7% |
| YTD | +33.5% | +103.2% | -69.8% | -16.9% |
| 1Y | +47.8% | +108.4% | -60.6% | -9.4% |
| 3Y | +53.3% | +41.6% | +11.8% | +6.4% |
| 5Y | -5.5% | +54.6% | -60.1% | -46.2% |
| All | -5.5% | +54.3% | -59.8% | -46.2% |
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