-87.0%
ASMB vs VT
+226.2%
-313.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.9% | -1.6% | -0.3% | +0.1% |
| 30D | -11.6% | -2.5% | -9.1% | -9.0% |
| 3M | -21.5% | -1.3% | -20.1% | -20.1% |
| 6M | -27.2% | +3.1% | -30.3% | -29.8% |
| YTD | -41.4% | +10.9% | -52.4% | -48.0% |
| 1Y | -36.1% | +12.1% | -48.2% | -43.9% |
| 3Y | +90.8% | +73.9% | +16.9% | +0.3% |
| 5Y | -48.8% | +58.0% | -106.7% | -69.5% |
| All | -87.0% | +226.2% | -313.3% | -95.4% |
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