+29.2%
ABNB vs VXUS
+67.2%
-38.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.9% |
| 7D | +11.9% | +0.5% | +11.4% | +11.2% |
| 30D | +12.7% | -2.5% | +15.2% | +16.4% |
| 3M | +1.2% | -4.6% | +5.8% | +7.4% |
| 6M | +32.1% | -2.6% | +34.7% | +35.0% |
| YTD | +37.7% | +10.4% | +27.3% | +16.5% |
| 1Y | +55.5% | +12.9% | +42.6% | +27.4% |
| 3Y | +58.2% | +68.4% | -10.2% | -31.0% |
| 5Y | -2.8% | +47.7% | -50.4% | -47.8% |
| All | +29.2% | +67.2% | -38.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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