+108.3%
ASC vs VT
+276.7%
-168.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.8% | -1.6% | -4.2% | -4.3% |
| 30D | -0.4% | -2.5% | +2.1% | +2.0% |
| 3M | +15.4% | -1.3% | +16.7% | +16.5% |
| 6M | +13.6% | +3.1% | +10.5% | +9.2% |
| YTD | +95.8% | +10.9% | +84.8% | +74.6% |
| 1Y | +66.2% | +12.1% | +54.2% | +46.5% |
| 3Y | +66.8% | +73.9% | -7.1% | -8.4% |
| 5Y | +470.7% | +58.0% | +412.8% | +244.3% |
| 10Y | +334.9% | +225.5% | +109.4% | +17.3% |
| All | +108.3% | +276.7% | -168.4% | -47.7% |
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