+17.6%
ABNB vs VST
+568.2%
-550.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.6% | -2.7% |
| 7D | +2.2% | -19.9% | +22.1% | +5.1% |
| 30D | +6.1% | -29.7% | +35.7% | +10.9% |
| 3M | +11.6% | -19.6% | +31.1% | +14.0% |
| 6M | +21.8% | -29.4% | +51.2% | +26.1% |
| YTD | +25.4% | -29.7% | +55.1% | +28.9% |
| 1Y | +38.9% | -40.0% | +78.9% | +46.4% |
| 3Y | +38.7% | +231.0% | -192.3% | -7.3% |
| 5Y | -15.6% | +500.1% | -515.7% | -48.4% |
| All | +17.6% | +568.2% | -550.7% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling