+18.6%
ASYS vs VT
+356.1%
-337.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -4.8% | -1.6% | -3.2% | -3.2% |
| 30D | -28.9% | -2.5% | -26.4% | -26.7% |
| 3M | -18.5% | -1.3% | -17.2% | -16.8% |
| 6M | -25.3% | +3.1% | -28.4% | -25.4% |
| YTD | +2.0% | +10.9% | -8.9% | -5.4% |
| 1Y | +63.9% | +12.1% | +51.8% | +51.0% |
| 3Y | +72.7% | +73.9% | -1.2% | +4.5% |
| 5Y | -13.0% | +58.0% | -71.0% | -41.6% |
| 10Y | +188.9% | +225.5% | -36.5% | +1.0% |
| All | +18.6% | +356.1% | -337.5% | -71.7% |
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 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