+119.0%
ASR vs VT
+214.8%
-95.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +3.5% |
| 7D | +4.5% | -4.2% | +8.7% | +8.8% |
| 30D | +9.8% | -5.8% | +15.6% | +16.2% |
| 3M | -3.1% | -5.2% | +2.1% | +1.9% |
| 6M | -12.2% | +0.1% | -12.3% | -12.5% |
| YTD | -16.7% | +8.2% | -24.9% | -22.8% |
| 1Y | -13.4% | +10.1% | -23.5% | -21.2% |
| 3Y | +36.0% | +69.7% | -33.7% | -19.6% |
| 5Y | +56.7% | +53.4% | +3.3% | +2.2% |
| All | +119.0% | +214.8% | -95.8% | -43.4% |
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 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