+156.1%
AUDC vs VT
+346.0%
-189.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | -29.5% | -2.3% | -27.2% | -28.2% |
| 30D | -28.2% | -5.0% | -23.2% | -24.7% |
| 3M | -19.1% | -4.9% | -14.2% | -15.2% |
| 6M | -6.2% | -1.5% | -4.6% | -5.0% |
| YTD | -5.6% | +8.5% | -14.1% | -13.6% |
| 1Y | -10.7% | +11.4% | -22.1% | -20.3% |
| 3Y | -9.5% | +70.1% | -79.5% | -46.3% |
| 5Y | -74.4% | +53.7% | -128.1% | -83.1% |
| 10Y | +82.1% | +220.0% | -137.9% | -40.9% |
| All | +156.1% | +346.0% | -189.9% | -42.6% |
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