+58.1%
ASHS vs VT
+236.6%
-178.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | -1.6% | -1.7% | -2.1% |
| 30D | -13.3% | -2.5% | -10.8% | -11.6% |
| 3M | -13.8% | -1.3% | -12.5% | -12.9% |
| 6M | -22.9% | +3.1% | -25.9% | -24.5% |
| YTD | -10.1% | +10.9% | -21.1% | -16.6% |
| 1Y | -6.2% | +12.1% | -18.2% | -13.7% |
| 3Y | +28.3% | +73.9% | -45.6% | -15.9% |
| 5Y | -9.4% | +58.0% | -67.3% | -36.7% |
| 10Y | +5.1% | +225.5% | -220.3% | -66.1% |
| All | +58.1% | +236.6% | -178.5% | -47.1% |
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