+387.7%
ASG vs VT
+374.2%
+13.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | -4.1% | +1.0% | -5.1% | -5.0% |
| 3M | -2.5% | +2.4% | -4.9% | -4.5% |
| 6M | +4.3% | +12.0% | -7.7% | -5.8% |
| YTD | +3.2% | +15.3% | -12.1% | -9.2% |
| 1Y | +0.6% | +22.6% | -22.0% | -16.2% |
| 3Y | +25.7% | +74.7% | -49.0% | -23.0% |
| 5Y | -9.4% | +66.1% | -75.5% | -41.4% |
| 10Y | +182.2% | +225.0% | -42.8% | +4.1% |
| All | +387.7% | +374.2% | +13.5% | +28.9% |
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 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