+172.9%
ASA vs VT
+374.2%
-201.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +15.3% | +1.0% | +14.3% | +14.7% |
| 3M | +1.4% | +2.4% | -1.0% | +0.4% |
| 6M | -19.3% | +12.0% | -31.3% | -23.6% |
| YTD | +5.8% | +15.3% | -9.5% | -1.2% |
| 1Y | +65.0% | +22.6% | +42.4% | +49.3% |
| 3Y | +330.8% | +74.7% | +256.2% | +220.5% |
| 5Y | +196.5% | +66.1% | +130.3% | +125.0% |
| 10Y | +327.8% | +225.0% | +102.8% | +121.7% |
| All | +172.9% | +374.2% | -201.3% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling