+163.6%
VTI vs ASTS
+277.6%
-114.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.1% | -11.6% | +1.7% |
| 7D | +0.2% | +1.5% | -1.3% | +0.1% |
| 30D | -2.9% | -27.6% | +24.7% | -1.4% |
| 3M | -2.6% | -48.7% | +46.1% | +0.4% |
| 6M | +2.8% | -50.8% | +53.6% | +5.2% |
| YTD | +11.6% | -49.2% | +60.8% | +12.8% |
| 1Y | +13.6% | -46.7% | +60.3% | +14.1% |
| 3Y | +79.9% | +793.2% | -713.4% | +46.1% |
| 5Y | +64.3% | +195.6% | -131.3% | +35.2% |
| All | +163.6% | +277.6% | -114.0% | +100.8% |
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