+25.7%
ABNB vs VSH
+81.7%
-56.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.1% |
| 7D | -4.0% | +4.1% | -8.0% | -5.2% |
| 30D | +19.3% | -4.2% | +23.5% | +20.3% |
| 3M | +36.1% | -50.0% | +86.0% | +63.6% |
| 6M | +34.2% | +80.2% | -45.9% | -5.6% |
| YTD | +34.1% | +121.1% | -87.0% | -15.1% |
| 1Y | +45.1% | +112.0% | -66.9% | -7.9% |
| 3Y | +37.1% | +22.5% | +14.6% | +9.3% |
| 5Y | +15.2% | +64.0% | -48.9% | -27.4% |
| All | +25.7% | +81.7% | -56.0% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling