-28.5%
ASPI vs VT
+98.2%
-126.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +1.6% |
| 7D | -5.9% | -0.3% | -5.6% | -5.1% |
| 30D | -34.8% | -1.4% | -33.4% | -32.3% |
| 3M | -55.5% | -1.4% | -54.1% | -53.3% |
| 6M | -63.0% | +5.5% | -68.4% | -65.1% |
| YTD | -64.3% | +12.8% | -77.1% | -69.7% |
| 1Y | -76.8% | +15.4% | -92.2% | -80.9% |
| 3Y | +81.9% | +76.9% | +5.0% | +5.0% |
| All | -28.5% | +98.2% | -126.7% | -61.9% |
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