+244.8%
ASTS vs VCIT
+12.3%
+232.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.0% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -33.9% | +1.1% | -35.0% | -34.7% |
| 3M | -51.0% | -1.4% | -49.6% | -50.2% |
| 6M | -55.1% | -2.3% | -52.8% | -53.8% |
| YTD | -53.6% | -1.8% | -51.8% | -52.4% |
| 1Y | -51.0% | -1.0% | -50.0% | -50.0% |
| 3Y | +681.7% | +19.3% | +662.4% | +586.6% |
| 5Y | +182.4% | +3.8% | +178.6% | +160.0% |
| All | +244.8% | +12.3% | +232.5% | +219.7% |
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