+44.0%
ABNB vs VST
+229.5%
-185.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.6% | -2.9% |
| 7D | +2.2% | -19.9% | +22.1% | +4.4% |
| 30D | +6.1% | -29.7% | +35.7% | +9.8% |
| 3M | +11.6% | -19.6% | +31.1% | +13.3% |
| 6M | +21.8% | -29.4% | +51.2% | +25.1% |
| YTD | +25.4% | -29.7% | +55.1% | +28.1% |
| 1Y | +38.9% | -40.0% | +78.9% | +44.9% |
| All | +44.0% | +229.5% | -185.5% | -10.5% |
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