+342.3%
AUB vs VT
+345.0%
-2.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +2.5% |
| 7D | -1.3% | -4.2% | +2.9% | +3.7% |
| 30D | +2.8% | -5.8% | +8.6% | +10.1% |
| 3M | -8.1% | -5.2% | -2.8% | -2.4% |
| 6M | +5.6% | +0.1% | +5.4% | +4.4% |
| YTD | +14.2% | +8.2% | +6.0% | +2.7% |
| 1Y | +24.3% | +10.1% | +14.2% | +9.4% |
| 3Y | +37.8% | +69.7% | -31.8% | -26.6% |
| 5Y | +28.4% | +53.4% | -25.0% | -23.3% |
| 10Y | +99.6% | +219.2% | -119.6% | -50.2% |
| All | +342.3% | +345.0% | -2.7% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling