+17.6%
ABNB vs VWO
+46.2%
-28.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.7% |
| 7D | -6.5% | -1.8% | -4.7% | -4.5% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +30.0% | +2.2% | +27.8% | +26.1% |
| 6M | +27.6% | +8.8% | +18.8% | +14.3% |
| YTD | +25.4% | +12.4% | +13.0% | +7.4% |
| 1Y | +38.3% | +15.6% | +22.7% | +13.9% |
| 3Y | +15.5% | +62.5% | -47.0% | -39.8% |
| 5Y | +3.0% | +34.3% | -31.2% | -32.4% |
| All | +17.6% | +46.2% | -28.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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