+43.2%
ASUR vs VT
+224.4%
-181.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | -0.1% |
| 7D | +6.7% | -0.7% | +7.4% | +7.4% |
| 30D | +39.9% | -1.7% | +41.6% | +41.6% |
| 3M | +23.6% | -2.3% | +25.9% | +25.8% |
| 6M | +16.9% | +1.5% | +15.4% | +14.2% |
| YTD | +10.2% | +12.0% | -1.9% | -2.8% |
| 1Y | +24.9% | +12.9% | +12.0% | +9.3% |
| 3Y | +22.0% | +74.9% | -53.0% | -31.5% |
| 5Y | +17.0% | +59.9% | -42.9% | -28.3% |
| 10Y | +43.2% | +224.6% | -181.5% | -69.1% |
| All | +43.2% | +224.4% | -181.2% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling