-5.2%
ABNB vs VST
+561.4%
-566.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.6% | +1.1% | +9.8% |
| 7D | +15.6% | -9.8% | +25.4% | +17.1% |
| 30D | +18.3% | -25.1% | +43.4% | +23.6% |
| 3M | +25.3% | -11.6% | +36.9% | +26.5% |
| 6M | +35.8% | -20.9% | +56.7% | +38.9% |
| YTD | +40.0% | -22.3% | +62.3% | +42.3% |
| 1Y | +57.6% | -32.0% | +89.6% | +64.2% |
| 3Y | +60.8% | +262.4% | -201.6% | -21.7% |
| All | -5.2% | +561.4% | -566.6% | -66.8% |
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