+103.2%
AUB vs VT
+222.7%
-119.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.1% |
| 30D | -4.1% | +1.0% | -5.0% | -5.2% |
| 3M | +9.3% | +2.4% | +6.9% | +5.9% |
| 6M | +11.6% | +12.0% | -0.4% | -2.7% |
| YTD | +19.2% | +15.3% | +3.8% | +0.4% |
| 1Y | +18.1% | +22.6% | -4.5% | -7.3% |
| 3Y | +51.1% | +74.7% | -23.5% | -19.7% |
| 5Y | +36.2% | +66.1% | -29.9% | -23.4% |
| All | +103.2% | +222.7% | -119.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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