+101.7%
ASM vs VT
+231.8%
-130.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +8.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.4% |
| 30D | -15.1% | -1.4% | -13.6% | -13.0% |
| 3M | -19.8% | -1.4% | -18.4% | -17.8% |
| 6M | -25.2% | +5.5% | -30.7% | -28.0% |
| YTD | -23.7% | +12.8% | -36.5% | -30.4% |
| 1Y | +12.3% | +15.4% | -3.1% | +0.3% |
| 3Y | +887.5% | +76.9% | +810.6% | +477.8% |
| 5Y | +398.9% | +60.4% | +338.5% | +218.5% |
| 10Y | +101.7% | +232.8% | -131.1% | -29.5% |
| All | +101.7% | +231.8% | -130.1% | -29.5% |
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