+537.8%
ASTS vs VTEB
+9.0%
+528.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +7.3% | -0.8% | +8.1% | +7.7% |
| 30D | -8.9% | -1.3% | -7.5% | -8.3% |
| 3M | -41.9% | -2.1% | -39.8% | -41.3% |
| 6M | -40.6% | -1.7% | -38.9% | -40.1% |
| YTD | -14.2% | -0.6% | -13.6% | -13.8% |
| 1Y | +48.9% | +3.1% | +45.8% | +47.5% |
| 3Y | +1,461.7% | +9.2% | +1,452.4% | +1,412.1% |
| 5Y | +404.1% | +2.2% | +402.0% | +391.8% |
| All | +537.8% | +9.0% | +528.8% | +537.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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