+39.2%
ASHR vs VT
+214.8%
-175.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.5% |
| 7D | +0.6% | -4.2% | +4.7% | +3.6% |
| 30D | -6.4% | -5.8% | -0.6% | -2.3% |
| 3M | -11.5% | -5.2% | -6.2% | -8.0% |
| 6M | -13.6% | +0.1% | -13.7% | -13.6% |
| YTD | -7.0% | +8.2% | -15.2% | -12.1% |
| 1Y | -5.1% | +10.1% | -15.3% | -11.5% |
| 3Y | +28.6% | +69.7% | -41.0% | -13.2% |
| 5Y | -13.6% | +53.4% | -67.0% | -37.6% |
| All | +39.2% | +214.8% | -175.6% | -39.8% |
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