+26.4%
ASBA vs VT
+86.2%
-59.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | -1.4% | -1.4% | 0.0% | -0.9% |
| 3M | +1.5% | -1.4% | +2.9% | +2.0% |
| 6M | +2.1% | +5.5% | -3.4% | -0.5% |
| YTD | +4.3% | +12.8% | -8.5% | -1.7% |
| 1Y | +7.3% | +15.4% | -8.1% | -0.1% |
| 3Y | +41.1% | +76.9% | -35.7% | -11.1% |
| All | +26.4% | +86.2% | -59.8% | -28.6% |
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