+1,878.5%
VRT vs ASTS
+233.7%
+1,644.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.9% |
| 7D | +10.5% | +0.8% | +9.7% | +10.4% |
| 30D | -9.3% | -22.6% | +13.3% | -6.1% |
| 3M | -29.6% | -54.4% | +24.8% | -22.3% |
| 6M | -45.4% | -56.4% | +11.1% | -40.5% |
| YTD | +24.8% | -55.1% | +79.9% | +32.9% |
| 1Y | +23.6% | -46.9% | +70.6% | +28.3% |
| 3Y | +379.7% | +715.0% | -335.3% | +237.9% |
| 5Y | +660.3% | +153.7% | +506.6% | +460.2% |
| All | +1,878.5% | +233.7% | +1,644.9% | +1,181.8% |
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