+925.7%
VRT vs ABNB
+28.0%
+897.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -17.7% | +11.9% | -29.6% | -21.7% |
| 30D | -20.0% | +12.7% | -32.7% | -24.5% |
| 3M | -28.1% | +1.2% | -29.3% | -29.5% |
| 6M | -42.8% | +32.1% | -74.9% | -51.3% |
| YTD | +20.0% | +37.7% | -17.7% | -0.6% |
| 1Y | +3.5% | +55.5% | -52.0% | -19.1% |
| 3Y | +366.1% | +58.2% | +307.9% | +252.6% |
| 5Y | +632.2% | -2.8% | +634.9% | +505.0% |
| All | +925.7% | +28.0% | +897.7% | +737.0% |
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