-72.2%
AUDC vs VT
+59.8%
-132.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.3% |
| 7D | +7.0% | -0.7% | +7.7% | +8.1% |
| 30D | -23.8% | -1.7% | -22.0% | -22.4% |
| 3M | -11.2% | -2.3% | -8.8% | -8.9% |
| 6M | +2.4% | +1.5% | +0.9% | +0.4% |
| YTD | +4.1% | +12.0% | -7.9% | -9.7% |
| 1Y | -3.7% | +12.9% | -16.6% | -17.2% |
| 3Y | -1.1% | +74.9% | -76.1% | -48.9% |
| 5Y | -72.2% | +59.9% | -132.1% | -84.2% |
| All | -72.2% | +59.8% | -132.0% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling