+41.8%
ASCE vs VT
+27.7%
+14.1%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | -0.6% | +1.0% | -1.6% | -1.7% |
| 3M | +5.3% | +2.4% | +2.9% | +2.4% |
| 6M | +24.5% | +12.0% | +12.5% | +8.6% |
| YTD | +30.6% | +15.3% | +15.2% | +9.2% |
| 1Y | +31.9% | +22.6% | +9.3% | +1.5% |
| All | +41.8% | +27.7% | +14.1% | +2.9% |
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