+96.8%
ASC vs VT
+291.6%
-194.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +4.7% | +0.4% | +4.2% | +4.2% |
| 30D | +15.7% | +1.0% | +14.7% | +14.6% |
| 3M | +19.1% | +2.4% | +16.7% | +15.7% |
| 6M | +17.3% | +12.0% | +5.3% | +4.1% |
| YTD | +85.0% | +15.3% | +69.6% | +59.2% |
| 1Y | +67.6% | +22.6% | +45.0% | +35.4% |
| 3Y | +70.2% | +74.7% | -4.4% | -6.5% |
| 5Y | +530.9% | +66.1% | +464.7% | +262.2% |
| 10Y | +227.5% | +225.0% | +2.5% | -10.9% |
| All | +96.8% | +291.6% | -194.8% | -52.3% |
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