+885.6%
ASR vs VT
+356.1%
+529.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.6% | -1.6% | +5.2% | +5.1% |
| 30D | +10.1% | -2.5% | +12.6% | +12.7% |
| 3M | -7.3% | -1.3% | -6.0% | -6.3% |
| 6M | -13.2% | +3.1% | -16.2% | -15.5% |
| YTD | -18.6% | +10.9% | -29.6% | -25.8% |
| 1Y | -13.1% | +12.1% | -25.2% | -21.6% |
| 3Y | +32.8% | +73.9% | -41.1% | -19.8% |
| 5Y | +55.3% | +58.0% | -2.7% | +1.7% |
| 10Y | +130.6% | +225.5% | -94.9% | -19.7% |
| All | +885.6% | +356.1% | +529.5% | +152.4% |
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 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