-99.5%
AUID vs VT
+68.9%
-168.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.8% |
| 7D | -10.3% | -2.0% | -8.3% | -8.7% |
| 30D | -37.2% | -1.4% | -35.7% | -36.4% |
| 3M | -71.5% | +4.7% | -76.3% | -72.5% |
| 6M | -75.8% | +11.4% | -87.1% | -77.8% |
| YTD | -59.0% | +13.1% | -72.0% | -63.0% |
| 1Y | -89.9% | +19.0% | -108.9% | -91.2% |
| 3Y | -96.0% | +73.9% | -170.0% | -97.3% |
| 5Y | -99.6% | +65.4% | -165.0% | -99.7% |
| All | -99.5% | +68.9% | -168.5% | -99.7% |
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