+31.5%
ABNB vs VST
+692.7%
-661.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.3% | -7.1% | -0.9% |
| 7D | +11.2% | -0.5% | +11.7% | +10.8% |
| 30D | +14.7% | -17.1% | +31.8% | +17.2% |
| 3M | +6.9% | -4.6% | +11.5% | +6.5% |
| 6M | +34.5% | -9.1% | +43.6% | +34.1% |
| YTD | +40.2% | -16.6% | +56.8% | +40.7% |
| 1Y | +57.4% | -29.5% | +86.9% | +62.1% |
| 3Y | +64.7% | +297.5% | -232.8% | +7.1% |
| 5Y | -2.3% | +654.5% | -656.8% | -41.5% |
| All | +31.5% | +692.7% | -661.2% | -17.8% |
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