+196.8%
ASM vs VT
+224.5%
-27.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | +13.1% | +1.0% | +12.1% | +12.0% |
| 3M | +7.8% | +2.4% | +5.4% | +6.5% |
| 6M | -15.6% | +12.0% | -27.6% | -24.1% |
| YTD | +18.0% | +15.3% | +2.7% | +4.0% |
| 1Y | +70.1% | +22.6% | +47.5% | +41.2% |
| 3Y | +1,082.3% | +74.7% | +1,007.6% | +591.2% |
| 5Y | +591.5% | +66.1% | +525.4% | +321.1% |
| All | +196.8% | +224.5% | -27.7% | -1.7% |
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