-92.4%
ASST vs VT
+85.2%
-177.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +24.8% | +0.4% | +24.4% | +24.1% |
| 30D | +118.0% | +1.0% | +117.0% | +115.2% |
| 3M | +80.7% | +2.4% | +78.3% | +76.0% |
| 6M | +182.1% | +12.0% | +170.1% | +144.3% |
| YTD | +83.9% | +15.3% | +68.5% | +55.9% |
| 1Y | -75.4% | +22.6% | -98.0% | -80.1% |
| 3Y | -60.7% | +74.7% | -135.3% | -79.8% |
| All | -92.4% | +85.2% | -177.5% | -95.7% |
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 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