+2,646.1%
VRT vs ASTS
+537.8%
+2,108.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +9.1% | +7.3% | +1.8% | +8.0% |
| 30D | +0.9% | -8.9% | +9.8% | +1.9% |
| 3M | -13.4% | -41.9% | +28.5% | -8.5% |
| 6M | +11.7% | -40.6% | +52.3% | +15.7% |
| YTD | +73.2% | -14.2% | +87.4% | +69.9% |
| 1Y | +123.4% | +48.9% | +74.6% | +103.3% |
| 3Y | +606.2% | +1,461.7% | -855.5% | +353.8% |
| 5Y | +899.9% | +404.1% | +495.8% | +576.4% |
| All | +2,646.1% | +537.8% | +2,108.3% | +1,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling