-85.4%
ASTC vs VT
+60.6%
-146.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.9% | -8.0% |
| 7D | -14.4% | -0.3% | -14.1% | -14.3% |
| 30D | -32.8% | -1.4% | -31.4% | -32.3% |
| 3M | -37.7% | -1.4% | -36.3% | -37.3% |
| 6M | +56.1% | +5.5% | +50.6% | +53.0% |
| YTD | +30.3% | +12.8% | +17.5% | +23.6% |
| 1Y | +27.0% | +15.4% | +11.6% | +19.3% |
| 3Y | -52.5% | +76.9% | -129.4% | -63.6% |
| 5Y | -85.4% | +60.4% | -145.8% | -87.1% |
| All | -85.4% | +60.6% | -146.0% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling