+47.6%
ASPN vs VT
+221.8%
-174.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.6% | -6.4% |
| 7D | +13.6% | +2.4% | +11.3% | +10.5% |
| 30D | +8.1% | -1.5% | +9.6% | +11.2% |
| 3M | -8.1% | -4.1% | -4.0% | -1.0% |
| 6M | +3.3% | +0.6% | +2.8% | +4.3% |
| YTD | +97.2% | +11.0% | +86.1% | +67.3% |
| 1Y | +73.3% | +13.3% | +59.9% | +42.3% |
| 3Y | -38.9% | +73.4% | -112.3% | -72.5% |
| 5Y | -90.6% | +57.4% | -148.0% | -94.8% |
| All | +47.6% | +221.8% | -174.1% | -48.8% |
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