-98.4%
ASTC vs VT
+214.8%
-313.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.1% | -7.9% | -9.4% |
| 7D | -24.4% | -4.2% | -20.2% | -22.2% |
| 30D | -42.0% | -5.8% | -36.2% | -39.6% |
| 3M | -56.4% | -5.2% | -51.2% | -54.8% |
| 6M | +39.3% | +0.1% | +39.2% | +40.3% |
| YTD | +14.7% | +8.2% | +6.5% | +9.7% |
| 1Y | +11.2% | +10.1% | +1.1% | +5.3% |
| 3Y | -58.2% | +69.7% | -127.9% | -70.1% |
| 5Y | -87.0% | +53.4% | -140.4% | -90.1% |
| All | -98.4% | +214.8% | -313.2% | -99.2% |
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