+11.6%
ABNB vs VST
-21.4%
+33.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.6% | -4.5% |
| 7D | +2.2% | -19.9% | +22.1% | -1.4% |
| 30D | +6.1% | -29.7% | +35.7% | +1.1% |
| 3M | +11.6% | -19.6% | +31.1% | +9.4% |
| All | +11.6% | -21.4% | +33.0% | +9.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling