+178.4%
ASG vs VT
+214.8%
-36.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -1.0% |
| 7D | -6.9% | -4.2% | -2.7% | -2.7% |
| 30D | -9.2% | -5.8% | -3.4% | -3.4% |
| 3M | -11.6% | -5.2% | -6.4% | -6.5% |
| 6M | -7.5% | +0.1% | -7.6% | -7.6% |
| YTD | -4.9% | +8.2% | -13.1% | -12.2% |
| 1Y | -6.3% | +10.1% | -16.4% | -15.1% |
| 3Y | +25.3% | +69.7% | -44.3% | -26.4% |
| 5Y | -23.5% | +53.4% | -76.9% | -50.3% |
| All | +178.4% | +214.8% | -36.4% | -5.1% |
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