+148.5%
ASYS vs VT
+214.8%
-66.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.2% | -5.5% |
| 7D | -19.0% | -4.2% | -14.8% | -14.6% |
| 30D | -37.6% | -5.8% | -31.8% | -32.6% |
| 3M | -30.8% | -5.2% | -25.5% | -25.7% |
| 6M | -38.2% | +0.1% | -38.3% | -36.1% |
| YTD | -11.7% | +8.2% | -19.9% | -16.2% |
| 1Y | +55.3% | +10.1% | +45.1% | +44.9% |
| 3Y | +49.6% | +69.7% | -20.1% | -11.2% |
| 5Y | -26.2% | +53.4% | -79.6% | -50.8% |
| All | +148.5% | +214.8% | -66.3% | -11.7% |
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