-63.2%
ASAN vs VT
+112.3%
-175.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.5% |
| 7D | -5.5% | -2.3% | -3.2% | -0.9% |
| 30D | +13.7% | -5.0% | +18.7% | +26.1% |
| 3M | +22.2% | -4.9% | +27.1% | +35.0% |
| 6M | +55.3% | -1.5% | +56.9% | +55.3% |
| YTD | -22.6% | +8.5% | -31.1% | -39.9% |
| 1Y | -19.0% | +11.4% | -30.4% | -41.2% |
| 3Y | -44.0% | +70.1% | -114.0% | -85.2% |
| 5Y | -91.7% | +53.7% | -145.4% | -96.9% |
| All | -63.2% | +112.3% | -175.5% | -88.2% |
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