-2.8%
ABNB vs VUG
+62.4%
-65.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -0.9% |
| 7D | +11.9% | -1.2% | +13.1% | +13.4% |
| 30D | +12.7% | -8.9% | +21.5% | +25.1% |
| 3M | +1.2% | -5.9% | +7.1% | +7.9% |
| 6M | +32.1% | -3.3% | +35.4% | +35.3% |
| YTD | +37.7% | +3.4% | +34.3% | +29.8% |
| 1Y | +55.5% | +1.9% | +53.6% | +49.0% |
| 3Y | +58.2% | +76.9% | -18.7% | -28.8% |
| 5Y | -2.8% | +63.9% | -66.6% | -47.3% |
| All | -2.8% | +62.4% | -65.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling