+10.3%
ABNB vs VST
+761.6%
-751.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.5% |
| 7D | -4.0% | +8.9% | -12.9% | -5.6% |
| 30D | +19.3% | +6.2% | +13.1% | +17.8% |
| 3M | +36.1% | -2.7% | +38.8% | +35.8% |
| 6M | +34.2% | -8.4% | +42.6% | +34.7% |
| YTD | +34.1% | -7.2% | +41.3% | +33.4% |
| 1Y | +45.1% | -20.9% | +66.0% | +47.9% |
| 3Y | +37.1% | +384.0% | -346.9% | -37.7% |
| All | +10.3% | +761.6% | -751.3% | -61.6% |
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