+62.6%
VT vs AS
+120.4%
-57.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.6% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | +1.0% | -19.6% | +20.6% | +4.3% |
| 3M | +2.4% | -14.4% | +16.8% | +4.6% |
| 6M | +12.0% | -20.1% | +32.1% | +15.2% |
| YTD | +15.3% | -20.9% | +36.3% | +18.6% |
| 1Y | +22.6% | -21.9% | +44.4% | +25.9% |
| All | +62.6% | +120.4% | -57.8% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling