+371.5%
ASG vs VT
+356.1%
+15.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -0.1% |
| 30D | -2.6% | -2.5% | -0.1% | -0.2% |
| 3M | -6.1% | -1.3% | -4.8% | -4.9% |
| 6M | -2.4% | +3.1% | -5.5% | -5.0% |
| YTD | -0.2% | +10.9% | -11.2% | -9.0% |
| 1Y | -2.9% | +12.1% | -15.0% | -12.3% |
| 3Y | +31.4% | +73.9% | -42.5% | -19.1% |
| 5Y | -18.5% | +58.0% | -76.4% | -44.8% |
| 10Y | +195.7% | +225.5% | -29.7% | +9.3% |
| All | +371.5% | +356.1% | +15.4% | +29.2% |
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