+647.0%
VRT vs ASTS
+213.2%
+433.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +14.1% | -4.5% | +7.5% |
| 7D | -10.6% | +1.5% | -12.1% | -10.6% |
| 30D | -17.4% | -27.6% | +10.2% | -13.5% |
| 3M | -26.4% | -48.7% | +22.3% | -19.4% |
| 6M | -41.0% | -50.8% | +9.8% | -36.4% |
| YTD | +23.8% | -49.2% | +73.0% | +30.1% |
| 1Y | +11.6% | -46.7% | +58.3% | +15.7% |
| 3Y | +403.5% | +793.2% | -389.7% | +230.8% |
| 5Y | +647.0% | +195.6% | +451.5% | +439.1% |
| All | +647.0% | +213.2% | +433.9% | +439.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling