+1,246.0%
ASND vs VT
+220.1%
+1,025.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +1.3% |
| 7D | +0.2% | -4.2% | +4.3% | +3.3% |
| 30D | +12.1% | -5.8% | +17.9% | +17.1% |
| 3M | +3.8% | -5.2% | +9.0% | +7.9% |
| 6M | +12.5% | +0.1% | +12.4% | +12.0% |
| YTD | +18.9% | +8.2% | +10.6% | +11.3% |
| 1Y | +28.2% | +10.1% | +18.0% | +18.2% |
| 3Y | +167.8% | +69.7% | +98.1% | +76.5% |
| 5Y | +57.7% | +53.4% | +4.4% | +11.9% |
| 10Y | +1,216.6% | +219.2% | +997.4% | +463.4% |
| All | +1,246.0% | +220.1% | +1,025.9% | +462.4% |
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 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