+1,952.6%
VRT vs ASTS
+253.1%
+1,699.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.8% | +7.3% | +2.3% |
| 7D | +18.6% | +14.2% | +4.4% | +16.5% |
| 30D | -11.7% | -26.7% | +15.0% | -7.9% |
| 3M | -27.3% | -53.6% | +26.3% | -20.0% |
| 6M | -42.9% | -52.7% | +9.8% | -38.4% |
| YTD | +29.5% | -52.5% | +82.0% | +36.8% |
| 1Y | +21.0% | -46.5% | +67.6% | +25.4% |
| 3Y | +403.1% | +700.5% | -297.4% | +255.7% |
| 5Y | +688.8% | +168.5% | +520.3% | +476.7% |
| All | +1,952.6% | +253.1% | +1,699.5% | +1,219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling