+29.1%
ABNB vs VST
+687.3%
-658.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.7% | +6.6% | -8.3% | -2.7% |
| 30D | +11.8% | -12.4% | +24.2% | +13.3% |
| 3M | +0.9% | -9.0% | +9.9% | +1.3% |
| 6M | +40.5% | -6.4% | +46.9% | +39.4% |
| YTD | +37.6% | -17.2% | +54.8% | +38.2% |
| 1Y | +54.1% | -22.0% | +76.1% | +55.9% |
| 3Y | +56.8% | +296.7% | -239.9% | +1.9% |
| 5Y | -9.6% | +637.6% | -647.2% | -45.9% |
| All | +29.1% | +687.3% | -658.2% | -19.3% |
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