-66.4%
ASAN vs VT
+118.0%
-184.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.1% |
| 7D | -13.4% | +2.9% | -16.3% | -18.9% |
| 30D | -1.9% | -2.5% | +0.6% | +2.7% |
| 3M | +7.6% | -3.3% | +10.9% | +14.3% |
| 6M | +60.9% | +1.5% | +59.4% | +50.3% |
| YTD | -29.5% | +11.4% | -40.8% | -48.4% |
| 1Y | -25.1% | +11.9% | -37.0% | -46.0% |
| 3Y | -50.8% | +73.9% | -124.7% | -87.7% |
| 5Y | -93.2% | +57.9% | -151.1% | -97.6% |
| All | -66.4% | +118.0% | -184.4% | -89.9% |
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