+135.8%
ASRV vs VT
+345.0%
-209.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +3.7% |
| 7D | -0.4% | -4.2% | +3.8% | +1.1% |
| 30D | +11.6% | -5.8% | +17.4% | +13.9% |
| 3M | +6.3% | -5.2% | +11.5% | +8.2% |
| 6M | +31.4% | +0.1% | +31.3% | +30.9% |
| YTD | +57.5% | +8.2% | +49.3% | +52.4% |
| 1Y | +61.6% | +10.1% | +51.5% | +55.3% |
| 3Y | +110.6% | +69.7% | +40.9% | +72.0% |
| 5Y | +50.7% | +53.4% | -2.7% | +26.3% |
| 10Y | +108.7% | +219.2% | -110.5% | +30.0% |
| All | +135.8% | +345.0% | -209.2% | +12.5% |
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