+253.1%
ASTS vs VXUS
+88.5%
+164.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -4.5% |
| 7D | +14.2% | +2.3% | +11.9% | +11.5% |
| 30D | -26.7% | -2.2% | -24.5% | -23.5% |
| 3M | -53.6% | -5.4% | -48.2% | -49.1% |
| 6M | -52.7% | -1.2% | -51.5% | -50.0% |
| YTD | -52.5% | +10.4% | -62.9% | -55.2% |
| 1Y | -46.5% | +11.8% | -58.3% | -49.9% |
| 3Y | +700.5% | +68.4% | +632.1% | +412.3% |
| 5Y | +168.5% | +45.9% | +122.6% | +85.9% |
| All | +253.1% | +88.5% | +164.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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