+329.1%
ASC vs VT
+231.8%
+97.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -5.6% |
| 7D | -11.2% | -0.3% | -10.9% | -11.0% |
| 30D | -4.5% | -1.4% | -3.1% | -3.3% |
| 3M | +14.3% | -1.4% | +15.7% | +15.5% |
| 6M | +6.7% | +5.5% | +1.3% | +0.4% |
| YTD | +88.0% | +12.8% | +75.2% | +65.3% |
| 1Y | +62.1% | +15.4% | +46.7% | +39.1% |
| 3Y | +60.3% | +76.9% | -16.6% | -12.8% |
| 5Y | +460.0% | +60.4% | +399.6% | +236.8% |
| 10Y | +329.1% | +232.8% | +96.3% | +33.9% |
| All | +329.1% | +231.8% | +97.3% | +33.9% |
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