-54.2%
ASPN vs VT
+240.0%
-294.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.9% |
| 30D | -1.8% | +1.0% | -2.8% | -3.3% |
| 3M | -21.0% | +2.4% | -23.4% | -22.9% |
| 6M | +46.9% | +12.0% | +34.9% | +25.0% |
| YTD | +73.9% | +15.3% | +58.5% | +41.1% |
| 1Y | -22.5% | +22.6% | -45.1% | -41.5% |
| 3Y | -22.6% | +74.7% | -97.3% | -62.6% |
| 5Y | -88.9% | +66.1% | -155.0% | -93.9% |
| 10Y | -3.5% | +225.0% | -228.5% | -68.7% |
| All | -54.2% | +240.0% | -294.3% | -85.7% |
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