-2.5%
ABNB vs VST
+629.3%
-631.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.4% |
| 7D | +11.9% | -6.0% | +18.0% | +12.6% |
| 30D | +12.7% | -18.8% | +31.4% | +16.1% |
| 3M | +1.2% | -8.0% | +9.2% | +1.4% |
| 6M | +32.1% | -10.9% | +43.0% | +32.0% |
| YTD | +37.7% | -18.3% | +56.0% | +38.6% |
| 1Y | +55.5% | -29.9% | +85.4% | +61.2% |
| 3Y | +58.2% | +290.3% | -232.1% | -24.4% |
| All | -2.5% | +629.3% | -631.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling