+17.2%
ABNB vs VYM
+109.7%
-92.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -7.4% | -1.0% | -6.5% | -6.2% |
| 30D | -8.2% | -2.0% | -6.1% | -5.6% |
| 3M | +29.1% | +3.1% | +26.1% | +24.3% |
| 6M | +26.6% | +8.9% | +17.7% | +13.2% |
| YTD | +25.0% | +14.7% | +10.3% | +4.2% |
| 1Y | +37.0% | +19.4% | +17.6% | +8.1% |
| 3Y | +16.3% | +65.4% | -49.1% | -40.6% |
| 5Y | +2.2% | +77.6% | -75.4% | -48.2% |
| All | +17.2% | +109.7% | -92.5% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling