+31.3%
ABNB vs VST
+638.7%
-607.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.6% | +1.1% | +10.1% |
| 7D | +15.6% | -9.8% | +25.4% | +16.9% |
| 30D | +18.3% | -25.1% | +43.4% | +22.7% |
| 3M | +25.3% | -11.6% | +36.9% | +26.3% |
| 6M | +35.8% | -20.9% | +56.7% | +38.4% |
| YTD | +40.0% | -22.3% | +62.3% | +42.0% |
| 1Y | +57.6% | -32.0% | +89.6% | +63.1% |
| 3Y | +60.8% | +262.4% | -201.6% | +6.2% |
| 5Y | -5.8% | +563.4% | -569.1% | -43.2% |
| All | +31.3% | +638.7% | -607.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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