+169.2%
VTI vs ASTS
+537.8%
-368.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.1% | +7.3% | -7.2% | -0.3% |
| 30D | 0.0% | -8.9% | +8.9% | +0.4% |
| 3M | +2.0% | -41.9% | +43.9% | +4.2% |
| 6M | +13.0% | -40.6% | +53.6% | +14.4% |
| YTD | +13.9% | -14.2% | +28.2% | +12.4% |
| 1Y | +20.0% | +48.9% | -28.9% | +13.9% |
| 3Y | +75.8% | +1,461.7% | -1,385.9% | +38.4% |
| 5Y | +73.8% | +404.1% | -330.3% | +39.5% |
| All | +169.2% | +537.8% | -368.6% | +100.2% |
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 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