+50.1%
ASTE vs VT
+363.9%
-313.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -4.0% |
| 7D | +0.8% | -0.3% | +1.2% | +1.1% |
| 30D | -5.5% | -1.4% | -4.1% | -3.9% |
| 3M | -24.6% | -1.4% | -23.2% | -23.2% |
| 6M | -35.8% | +5.5% | -41.3% | -39.8% |
| YTD | -8.6% | +12.8% | -21.4% | -20.6% |
| 1Y | -14.4% | +15.4% | -29.8% | -27.6% |
| 3Y | +31.2% | +76.9% | -45.7% | -32.5% |
| 5Y | -32.1% | +60.4% | -92.5% | -60.4% |
| 10Y | -20.1% | +232.8% | -252.9% | -80.4% |
| All | +50.1% | +363.9% | -313.8% | -76.0% |
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