+336.5%
ASA vs VT
+75.0%
+261.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +15.3% | +1.0% | +14.3% | +14.2% |
| 3M | +1.4% | +2.4% | -1.0% | -0.6% |
| 6M | -19.3% | +12.0% | -31.3% | -27.0% |
| YTD | +5.8% | +15.3% | -9.5% | -6.1% |
| 1Y | +65.0% | +22.6% | +42.4% | +40.7% |
| All | +336.5% | +75.0% | +261.5% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling