+160.6%
ASB vs VT
+356.1%
-195.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +2.4% | -1.6% | +4.0% | +4.3% |
| 30D | +6.7% | -2.5% | +9.1% | +9.7% |
| 3M | -0.7% | -1.3% | +0.6% | +0.5% |
| 6M | +11.6% | +3.1% | +8.5% | +6.8% |
| YTD | +23.2% | +10.9% | +12.3% | +7.9% |
| 1Y | +28.7% | +12.1% | +16.6% | +11.4% |
| 3Y | +96.6% | +73.9% | +22.7% | +3.2% |
| 5Y | +63.0% | +58.0% | +5.0% | -4.4% |
| 10Y | +122.4% | +225.5% | -103.0% | -42.3% |
| All | +160.6% | +356.1% | -195.5% | -38.2% |
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 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