+95.0%
AUDC vs VT
+223.7%
-128.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +5.5% |
| 7D | -20.1% | +0.4% | -20.5% | -20.7% |
| 30D | -25.4% | -2.6% | -22.8% | -23.5% |
| 3M | -12.7% | -3.2% | -9.5% | -9.8% |
| 6M | +3.1% | +0.9% | +2.1% | +1.8% |
| YTD | +2.2% | +11.3% | -9.1% | -9.4% |
| 1Y | -3.9% | +14.0% | -17.9% | -16.8% |
| 3Y | -2.0% | +75.8% | -77.8% | -45.5% |
| 5Y | -71.8% | +57.8% | -129.7% | -82.5% |
| 10Y | +95.0% | +219.8% | -124.8% | -25.9% |
| All | +95.0% | +223.7% | -128.7% | -25.9% |
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