+31.3%
ABNB vs VT
+88.7%
-57.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.4% | +11.3% |
| 7D | +15.6% | -2.3% | +17.9% | +19.9% |
| 30D | +18.3% | -5.0% | +23.2% | +27.8% |
| 3M | +25.3% | -4.9% | +30.2% | +35.4% |
| 6M | +35.8% | -1.5% | +37.4% | +37.8% |
| YTD | +40.0% | +8.5% | +31.5% | +21.1% |
| 1Y | +57.6% | +11.4% | +46.3% | +30.4% |
| 3Y | +60.8% | +70.1% | -9.3% | -35.6% |
| 5Y | -5.8% | +53.7% | -59.5% | -54.4% |
| All | +31.3% | +88.7% | -57.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling