+119.2%
ASR vs VT
+224.5%
-105.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -5.7% | +1.0% | -6.7% | -6.6% |
| 3M | -12.1% | +2.4% | -14.5% | -14.1% |
| 6M | -24.0% | +12.0% | -36.0% | -31.9% |
| YTD | -18.9% | +15.3% | -34.3% | -29.4% |
| 1Y | -21.9% | +22.6% | -44.4% | -36.0% |
| 3Y | +11.6% | +74.7% | -63.0% | -35.9% |
| 5Y | +77.3% | +66.1% | +11.1% | +6.6% |
| All | +119.2% | +224.5% | -105.3% | -43.0% |
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