+11.2%
ASHS vs VT
+231.8%
-220.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -9.3% | -1.4% | -7.9% | -8.4% |
| 3M | -11.9% | -1.4% | -10.6% | -11.1% |
| 6M | -18.0% | +5.5% | -23.4% | -20.6% |
| YTD | -5.4% | +12.8% | -18.2% | -12.2% |
| 1Y | +0.7% | +15.4% | -14.7% | -7.9% |
| 3Y | +35.0% | +76.9% | -41.8% | -6.2% |
| 5Y | -5.1% | +60.4% | -65.5% | -30.3% |
| 10Y | +11.2% | +232.8% | -221.5% | -47.4% |
| All | +11.2% | +231.8% | -220.6% | -47.4% |
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