+25.3%
ABNB vs VSXY
+42.7%
-17.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -7.9% | -4.8% |
| 7D | -4.4% | -6.8% | +2.4% | -3.4% |
| 30D | -2.0% | -20.4% | +18.4% | +2.1% |
| 3M | +29.8% | +2.9% | +26.9% | +28.5% |
| 6M | +31.0% | +67.9% | -36.9% | +13.9% |
| YTD | +28.6% | +44.9% | -16.3% | +14.6% |
| 1Y | +40.1% | +205.9% | -165.9% | +4.3% |
| 3Y | +19.7% | +373.9% | -354.2% | -28.7% |
| 5Y | +6.5% | +23.5% | -17.0% | -14.6% |
| All | +25.3% | +42.7% | -17.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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