+216.4%
ASUR vs VT
+374.2%
-157.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | +7.9% | +1.0% | +6.9% | +7.2% |
| 3M | +2.0% | +2.4% | -0.4% | +0.2% |
| 6M | -1.2% | +12.0% | -13.2% | -8.6% |
| YTD | -1.5% | +15.3% | -16.8% | -10.6% |
| 1Y | +15.0% | +22.6% | -7.6% | +0.3% |
| 3Y | -26.4% | +74.7% | -101.1% | -48.7% |
| 5Y | +3.6% | +66.1% | -62.6% | -26.2% |
| 10Y | +75.8% | +225.0% | -149.2% | -12.5% |
| All | +216.4% | +374.2% | -157.8% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling