+278.5%
ASA vs VT
+214.8%
+63.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +3.9% |
| 7D | -1.0% | -4.2% | +3.2% | +1.8% |
| 30D | -11.4% | -5.8% | -5.6% | -7.8% |
| 3M | -7.6% | -5.2% | -2.4% | -4.1% |
| 6M | -19.1% | +0.1% | -19.2% | -18.4% |
| YTD | -15.2% | +8.2% | -23.5% | -17.8% |
| 1Y | +11.3% | +10.1% | +1.1% | +7.0% |
| 3Y | +268.5% | +69.7% | +198.8% | +181.2% |
| 5Y | +140.2% | +53.4% | +86.9% | +89.7% |
| All | +278.5% | +214.8% | +63.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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