+1,271.3%
ASND vs VT
+222.7%
+1,048.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +9.1% | +0.4% | +8.7% | +8.8% |
| 30D | +10.8% | +1.0% | +9.8% | +10.0% |
| 3M | +23.6% | +2.4% | +21.3% | +21.2% |
| 6M | +12.1% | +12.0% | +0.1% | +2.4% |
| YTD | +26.9% | +15.3% | +11.5% | +13.1% |
| 1Y | +36.6% | +22.6% | +14.0% | +15.6% |
| 3Y | +175.3% | +74.7% | +100.7% | +75.2% |
| 5Y | +62.0% | +66.1% | -4.1% | +6.9% |
| All | +1,271.3% | +222.7% | +1,048.6% | +490.1% |
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