+431.2%
ASM vs VT
+374.2%
+57.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | +13.1% | +1.0% | +12.1% | +12.4% |
| 3M | +7.8% | +2.4% | +5.4% | +7.1% |
| 6M | -15.6% | +12.0% | -27.6% | -20.9% |
| YTD | +18.0% | +15.3% | +2.7% | +9.2% |
| 1Y | +70.1% | +22.6% | +47.5% | +51.4% |
| 3Y | +1,082.3% | +74.7% | +1,007.6% | +740.6% |
| 5Y | +591.5% | +66.1% | +525.4% | +408.3% |
| 10Y | +221.5% | +225.0% | -3.5% | +63.2% |
| All | +431.2% | +374.2% | +57.0% | +73.0% |
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