+138.5%
ASR vs VT
+231.8%
-93.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.2% |
| 7D | +7.1% | -0.3% | +7.4% | +7.5% |
| 30D | +11.4% | -1.4% | +12.8% | +13.0% |
| 3M | -3.9% | -1.4% | -2.5% | -2.5% |
| 6M | -9.4% | +5.5% | -14.9% | -14.1% |
| YTD | -16.3% | +12.8% | -29.2% | -25.5% |
| 1Y | -10.5% | +15.4% | -26.0% | -22.2% |
| 3Y | +36.6% | +76.9% | -40.3% | -22.5% |
| 5Y | +60.6% | +60.4% | +0.2% | +0.2% |
| 10Y | +138.5% | +232.8% | -94.3% | -50.7% |
| All | +138.5% | +231.8% | -93.3% | -50.7% |
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 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