+105.2%
ASEA vs VT
+338.2%
-233.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.2% | -1.6% | -1.6% | -2.0% |
| 30D | -7.4% | -2.5% | -4.9% | -5.6% |
| 3M | -8.4% | -1.3% | -7.1% | -7.5% |
| 6M | +1.0% | +3.1% | -2.1% | -1.5% |
| YTD | +8.0% | +10.9% | -2.9% | -0.4% |
| 1Y | +13.8% | +12.1% | +1.7% | +4.0% |
| 3Y | +47.8% | +73.9% | -26.1% | -4.2% |
| 5Y | +54.8% | +58.0% | -3.2% | +6.7% |
| 10Y | +100.9% | +225.5% | -124.6% | -25.3% |
| All | +105.2% | +338.2% | -233.0% | -41.3% |
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