+13.8%
VRT vs ASTS
-47.5%
+61.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.1% | -8.8% | -12.0% |
| 7D | -15.4% | -15.8% | +0.4% | -12.2% |
| 30D | -19.0% | -39.0% | +20.1% | -10.5% |
| 3M | -23.8% | -49.3% | +25.5% | -13.1% |
| 6M | -37.9% | -47.9% | +10.1% | -32.7% |
| YTD | +27.0% | -51.0% | +77.9% | +30.8% |
| 1Y | +13.8% | -49.2% | +62.9% | +14.9% |
| All | +13.8% | -47.5% | +61.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling