+209.1%
ASTS vs VCIT
+12.6%
+196.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.5% |
| 7D | -29.9% | +0.5% | -30.3% | -30.2% |
| 30D | -52.2% | +2.1% | -54.2% | -53.2% |
| 3M | -55.8% | -1.6% | -54.3% | -55.0% |
| 6M | -52.7% | -1.6% | -51.1% | -51.6% |
| YTD | -58.4% | -1.5% | -56.9% | -57.5% |
| 1Y | -57.1% | -0.4% | -56.7% | -56.6% |
| 3Y | +629.5% | +19.6% | +609.9% | +538.6% |
| 5Y | +147.7% | +3.3% | +144.5% | +127.7% |
| All | +209.1% | +12.6% | +196.5% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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