+42.0%
ASHR vs VT
+231.8%
-189.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -5.1% | -1.4% | -3.6% | -4.1% |
| 3M | -9.8% | -1.4% | -8.4% | -8.9% |
| 6M | -11.7% | +5.5% | -17.2% | -15.0% |
| YTD | -5.7% | +12.8% | -18.5% | -13.4% |
| 1Y | -2.7% | +15.4% | -18.1% | -12.2% |
| 3Y | +30.4% | +76.9% | -46.4% | -14.5% |
| 5Y | -12.7% | +60.4% | -73.2% | -38.9% |
| 10Y | +42.0% | +232.8% | -190.8% | -40.2% |
| All | +42.0% | +231.8% | -189.8% | -40.2% |
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 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