-98.3%
ASBP vs VT
+66.3%
-164.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -3.9% |
| 7D | -20.3% | -4.2% | -16.1% | -17.0% |
| 30D | -22.8% | -5.8% | -17.0% | -18.4% |
| 3M | -6.9% | -5.2% | -1.6% | -2.0% |
| 6M | +3,280.0% | +0.1% | +3,279.9% | +3,360.7% |
| YTD | +28.0% | +8.2% | +19.8% | +25.5% |
| 1Y | -51.4% | +10.1% | -61.6% | -52.8% |
| 3Y | -98.5% | +69.7% | -168.1% | -98.6% |
| All | -98.3% | +66.3% | -164.6% | -98.5% |
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