+10.2%
ASHS vs VT
+214.8%
-204.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +2.1% |
| 7D | +2.6% | -4.2% | +6.7% | +5.4% |
| 30D | -9.7% | -5.8% | -3.9% | -6.1% |
| 3M | -14.2% | -5.2% | -9.0% | -11.2% |
| 6M | -18.9% | +0.1% | -19.0% | -18.8% |
| YTD | -5.9% | +8.2% | -14.1% | -10.3% |
| 1Y | -0.7% | +10.1% | -10.9% | -6.5% |
| 3Y | +34.3% | +69.7% | -35.4% | -4.2% |
| 5Y | -4.8% | +53.4% | -58.2% | -28.0% |
| All | +10.2% | +214.8% | -204.6% | -46.7% |
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