+163.7%
VTI vs ASTS
+233.7%
-69.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -1.5% | -22.6% | +21.1% | -0.4% |
| 3M | -3.2% | -54.4% | +51.2% | +0.5% |
| 6M | +2.3% | -56.4% | +58.7% | +5.5% |
| YTD | +11.6% | -55.1% | +66.8% | +13.6% |
| 1Y | +13.8% | -46.9% | +60.7% | +14.2% |
| 3Y | +77.4% | +715.0% | -637.6% | +44.7% |
| 5Y | +64.6% | +153.7% | -89.1% | +36.5% |
| All | +163.7% | +233.7% | -69.9% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling