+967.2%
VRT vs ABNB
+27.9%
+939.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.9% |
| 7D | +10.5% | -1.7% | +12.2% | +11.1% |
| 30D | -9.3% | +11.8% | -21.1% | -14.3% |
| 3M | -29.6% | +0.9% | -30.5% | -30.9% |
| 6M | -45.4% | +40.5% | -85.8% | -54.7% |
| YTD | +24.8% | +37.6% | -12.8% | +3.3% |
| 1Y | +23.6% | +54.1% | -30.5% | -3.2% |
| 3Y | +379.7% | +56.8% | +322.9% | +263.7% |
| 5Y | +660.3% | -9.6% | +669.9% | +532.1% |
| All | +967.2% | +27.9% | +939.3% | +769.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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