+56.4%
VT vs AS
+127.5%
-71.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | +8.2% | -9.8% | -2.8% |
| 30D | -2.5% | +12.2% | -14.7% | -4.3% |
| 3M | -1.3% | -15.8% | +14.5% | +1.1% |
| 6M | +3.1% | -13.5% | +16.6% | +4.9% |
| YTD | +10.9% | -18.4% | +29.3% | +13.4% |
| 1Y | +12.1% | -3.1% | +15.2% | +11.6% |
| All | +56.4% | +127.5% | -71.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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