+27.9%
ABNB vs VST
+372.0%
-344.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.2% |
| 7D | -4.0% | +8.9% | -12.9% | -5.0% |
| 30D | +19.3% | +6.2% | +13.1% | +18.3% |
| 3M | +36.1% | -2.7% | +38.8% | +35.9% |
| 6M | +34.2% | -8.4% | +42.6% | +34.6% |
| YTD | +34.1% | -7.2% | +41.3% | +33.7% |
| 1Y | +45.1% | -20.9% | +66.0% | +47.2% |
| All | +27.9% | +372.0% | -344.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling