-99.7%
AUID vs VT
+66.4%
-166.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.1% |
| 7D | -11.2% | +2.9% | -14.1% | -13.5% |
| 30D | -41.4% | -2.5% | -38.8% | -40.1% |
| 3M | -62.4% | -3.3% | -59.0% | -61.1% |
| 6M | -83.5% | +1.5% | -85.0% | -83.6% |
| YTD | -78.3% | +11.4% | -89.6% | -80.1% |
| 1Y | -93.1% | +11.9% | -105.0% | -93.7% |
| 3Y | -97.0% | +73.9% | -170.8% | -98.0% |
| 5Y | -99.9% | +57.9% | -157.7% | -99.9% |
| All | -99.7% | +66.4% | -166.1% | -99.8% |
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