+31.5%
ABNB vs VT
+93.6%
-62.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -3.9% |
| 7D | +11.2% | +0.4% | +10.8% | +10.5% |
| 30D | +14.7% | -2.6% | +17.3% | +19.2% |
| 3M | +6.9% | -3.2% | +10.1% | +12.1% |
| 6M | +34.5% | +0.9% | +33.5% | +31.2% |
| YTD | +40.2% | +11.3% | +28.9% | +16.4% |
| 1Y | +57.4% | +14.0% | +43.4% | +25.4% |
| 3Y | +64.7% | +75.8% | -11.1% | -37.5% |
| 5Y | -2.3% | +57.8% | -60.1% | -54.6% |
| All | +31.5% | +93.6% | -62.1% | -45.5% |
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