+176.9%
ASYS vs VT
+224.5%
-47.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | -0.7% | +0.4% | -1.2% | -1.3% |
| 30D | -6.6% | +1.0% | -7.6% | -7.7% |
| 3M | -31.8% | +2.4% | -34.1% | -32.4% |
| 6M | +6.1% | +12.0% | -5.9% | -3.5% |
| YTD | +19.1% | +15.3% | +3.8% | +4.2% |
| 1Y | +133.2% | +22.6% | +110.6% | +93.4% |
| 3Y | +73.6% | +74.7% | -1.0% | -1.2% |
| 5Y | +42.7% | +66.1% | -23.5% | -13.5% |
| All | +176.9% | +224.5% | -47.6% | -6.1% |
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