+17.6%
ABNB vs VTR
+121.5%
-103.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -6.5% | -0.3% | -6.1% | -6.3% |
| 30D | -5.5% | +1.1% | -6.6% | -5.9% |
| 3M | +30.0% | +7.9% | +22.1% | +25.7% |
| 6M | +27.6% | +6.2% | +21.4% | +23.5% |
| YTD | +25.4% | +17.7% | +7.7% | +15.9% |
| 1Y | +38.3% | +32.9% | +5.4% | +20.7% |
| 3Y | +15.5% | +129.7% | -114.2% | -25.4% |
| 5Y | +3.0% | +89.3% | -86.3% | -28.6% |
| All | +17.6% | +121.5% | -103.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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