-90.7%
ASAN vs VT
+66.2%
-156.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.6% |
| 7D | -13.5% | +0.4% | -14.0% | -14.4% |
| 30D | -0.8% | +1.0% | -1.8% | -2.8% |
| 3M | +9.2% | +2.4% | +6.8% | +1.5% |
| 6M | +13.7% | +12.0% | +1.7% | -17.4% |
| YTD | -35.7% | +15.3% | -51.1% | -56.9% |
| 1Y | -39.8% | +22.6% | -62.4% | -65.4% |
| 3Y | -59.3% | +74.7% | -133.9% | -90.8% |
| All | -90.7% | +66.2% | -156.9% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling