+231.1%
AUDC vs VT
+374.2%
-143.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | +4.9% | +1.0% | +3.9% | +3.9% |
| 3M | +1.9% | +2.4% | -0.5% | -0.6% |
| 6M | +30.2% | +12.0% | +18.2% | +15.7% |
| YTD | +22.0% | +15.3% | +6.7% | +5.4% |
| 1Y | +9.8% | +22.6% | -12.8% | -10.6% |
| 3Y | +9.9% | +74.7% | -64.7% | -36.1% |
| 5Y | -64.1% | +66.1% | -130.3% | -78.0% |
| 10Y | +120.2% | +225.0% | -104.8% | -29.6% |
| All | +231.1% | +374.2% | -143.1% | -30.0% |
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