+209.4%
ASM vs VT
+356.1%
-146.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -11.4% | -1.6% | -9.8% | -10.2% |
| 30D | -23.1% | -2.5% | -20.6% | -21.3% |
| 3M | -22.8% | -1.3% | -21.5% | -21.6% |
| 6M | -35.1% | +3.1% | -38.2% | -35.4% |
| YTD | -31.2% | +10.9% | -42.2% | -34.2% |
| 1Y | -9.5% | +12.1% | -21.6% | -13.7% |
| 3Y | +789.6% | +73.9% | +715.7% | +538.8% |
| 5Y | +354.3% | +58.0% | +296.3% | +247.4% |
| 10Y | +77.9% | +225.5% | -147.5% | -8.6% |
| All | +209.4% | +356.1% | -146.7% | +4.3% |
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