-59.6%
ASAN vs VT
+120.8%
-180.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +0.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.3% |
| 30D | +27.4% | -1.4% | +28.8% | +31.1% |
| 3M | +32.9% | -1.4% | +34.3% | +36.4% |
| 6M | +61.2% | +5.5% | +55.8% | +38.5% |
| YTD | -15.1% | +12.8% | -27.9% | -39.1% |
| 1Y | -11.4% | +15.4% | -26.8% | -40.1% |
| 3Y | -42.7% | +76.9% | -119.5% | -86.1% |
| 5Y | -91.2% | +60.4% | -151.6% | -96.9% |
| All | -59.6% | +120.8% | -180.4% | -88.0% |
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