+1,690.4%
VRT vs ASTS
+230.9%
+1,459.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.5% |
| 7D | -21.4% | -21.1% | -0.3% | -18.8% |
| 30D | -25.8% | -46.7% | +20.9% | -19.6% |
| 3M | -33.5% | -52.0% | +18.5% | -27.2% |
| 6M | -49.0% | -54.3% | +5.2% | -44.9% |
| YTD | +12.9% | -55.5% | +68.4% | +20.4% |
| 1Y | 0.0% | -50.5% | +50.5% | +4.6% |
| 3Y | +361.8% | +706.2% | -344.4% | +225.7% |
| 5Y | +565.1% | +165.2% | +399.9% | +389.3% |
| All | +1,690.4% | +230.9% | +1,459.5% | +1,061.3% |
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