+25.2%
ABNB vs VST
+689.9%
-664.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | +2.7% | +10.9% | -8.2% | +1.1% |
| 30D | +10.8% | -15.6% | +26.4% | +12.9% |
| 3M | -2.1% | -7.8% | +5.7% | -1.9% |
| 6M | +32.2% | -12.0% | +44.1% | +32.5% |
| YTD | +33.5% | -16.9% | +50.4% | +34.0% |
| 1Y | +47.8% | -25.1% | +72.9% | +50.6% |
| 3Y | +53.3% | +297.1% | -243.7% | -0.4% |
| 5Y | -5.5% | +641.9% | -647.4% | -43.4% |
| All | +25.2% | +689.9% | -664.8% | -21.8% |
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