+25.2%
ABNB vs VUG
+117.4%
-92.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | +6.5% | +4.4% | +2.1% | +1.2% |
| 30D | +9.4% | -7.3% | +16.7% | +18.8% |
| 3M | +0.6% | -4.2% | +4.8% | +4.9% |
| 6M | +33.7% | -1.6% | +35.3% | +34.0% |
| YTD | +33.5% | +4.9% | +28.6% | +23.9% |
| 1Y | +48.8% | +3.8% | +45.0% | +39.7% |
| 3Y | +53.3% | +79.4% | -26.1% | -29.6% |
| 5Y | -12.3% | +63.9% | -76.2% | -54.8% |
| All | +25.2% | +117.4% | -92.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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