+17.2%
ABNB vs VXUS
+76.4%
-59.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -1.8% |
| 7D | -7.4% | +0.3% | -7.7% | -7.8% |
| 30D | -8.2% | +0.7% | -8.8% | -9.1% |
| 3M | +29.1% | +4.8% | +24.4% | +20.5% |
| 6M | +26.6% | +11.3% | +15.2% | +7.5% |
| YTD | +25.0% | +16.5% | +8.5% | -1.3% |
| 1Y | +37.0% | +24.3% | +12.7% | -1.9% |
| 3Y | +16.3% | +74.5% | -58.2% | -51.1% |
| 5Y | +2.2% | +54.3% | -52.1% | -48.5% |
| All | +17.2% | +76.4% | -59.2% | -40.3% |
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