+21.8%
ASIX vs VT
+214.8%
-193.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +9.7% |
| 7D | +8.1% | -4.2% | +12.2% | +13.3% |
| 30D | -2.8% | -5.8% | +3.0% | +4.0% |
| 3M | -18.1% | -5.2% | -12.9% | -13.4% |
| 6M | -36.9% | +0.1% | -37.0% | -38.4% |
| YTD | -3.7% | +8.2% | -12.0% | -16.2% |
| 1Y | -10.8% | +10.1% | -20.9% | -24.0% |
| 3Y | -31.5% | +69.7% | -101.2% | -67.3% |
| 5Y | -62.1% | +53.4% | -115.4% | -79.0% |
| All | +21.8% | +214.8% | -193.0% | -71.5% |
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