+5.1%
ASIX vs VT
+221.3%
-216.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.3% | -1.6% | +1.3% | +1.7% |
| 30D | -3.9% | -2.5% | -1.5% | -1.1% |
| 3M | -21.7% | -1.3% | -20.4% | -20.9% |
| 6M | -37.5% | +3.1% | -40.6% | -40.9% |
| YTD | -7.6% | +10.9% | -18.6% | -21.6% |
| 1Y | -13.7% | +12.1% | -25.8% | -27.6% |
| 3Y | -34.3% | +73.9% | -108.2% | -69.3% |
| 5Y | -64.8% | +58.0% | -122.7% | -81.1% |
| 10Y | +17.4% | +225.5% | -208.1% | -70.2% |
| All | +5.1% | +221.3% | -216.2% | -73.2% |
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 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