-52.0%
ASPN vs VT
+219.1%
-271.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.1% | +11.6% | +13.5% |
| 7D | -4.3% | -4.2% | -0.1% | +1.3% |
| 30D | -12.1% | -5.8% | -6.3% | -4.4% |
| 3M | +3.0% | -5.2% | +8.2% | +10.9% |
| 6M | +24.6% | +0.1% | +24.5% | +25.2% |
| YTD | +82.3% | +8.2% | +74.1% | +61.9% |
| 1Y | -30.4% | +10.1% | -40.5% | -39.1% |
| 3Y | -42.9% | +69.7% | -112.6% | -71.4% |
| 5Y | -90.7% | +53.4% | -144.1% | -94.3% |
| 10Y | +27.7% | +219.2% | -191.5% | -56.2% |
| All | -52.0% | +219.1% | -271.1% | -83.5% |
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