+1,213.8%
ASND vs VT
+217.6%
+996.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +11.9% | -3.1% | +15.0% | +14.5% |
| 3M | +0.4% | -3.5% | +3.9% | +3.0% |
| 6M | +7.5% | +0.5% | +7.0% | +6.8% |
| YTD | +20.3% | +10.8% | +9.5% | +10.4% |
| 1Y | +30.9% | +11.9% | +19.0% | +19.0% |
| 3Y | +184.2% | +73.0% | +111.2% | +81.4% |
| 5Y | +67.6% | +58.6% | +9.0% | +14.2% |
| 10Y | +1,213.8% | +219.2% | +994.6% | +506.6% |
| All | +1,213.8% | +217.6% | +996.2% | +506.6% |
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