+361.8%
VRT vs ASTS
+688.5%
-326.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +2.6% |
| 7D | -21.4% | -21.1% | -0.3% | -19.1% |
| 30D | -25.8% | -46.7% | +20.9% | -20.4% |
| 3M | -33.5% | -52.0% | +18.5% | -28.1% |
| 6M | -49.0% | -54.3% | +5.2% | -45.4% |
| YTD | +12.9% | -55.5% | +68.4% | +19.8% |
| 1Y | 0.0% | -50.5% | +50.5% | +4.7% |
| 3Y | +361.8% | +706.2% | -344.4% | +395.3% |
| All | +361.8% | +688.5% | -326.7% | +395.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling