+17.6%
ABNB vs VYM
+110.0%
-92.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.6% |
| 7D | -6.5% | -0.8% | -5.7% | -5.4% |
| 30D | -5.5% | -2.2% | -3.2% | -2.5% |
| 3M | +30.0% | +3.1% | +27.0% | +25.2% |
| 6M | +27.6% | +9.7% | +17.9% | +13.0% |
| YTD | +25.4% | +14.9% | +10.5% | +4.3% |
| 1Y | +38.3% | +17.6% | +20.7% | +11.5% |
| 3Y | +15.5% | +65.3% | -49.8% | -40.9% |
| 5Y | +3.0% | +78.7% | -75.7% | -47.9% |
| All | +17.6% | +110.0% | -92.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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