+452.5%
AUPH vs VT
+217.6%
+234.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.4% |
| 7D | -1.6% | -0.1% | -1.4% | -1.4% |
| 30D | -2.1% | -3.1% | +1.0% | +1.0% |
| 3M | +5.5% | -3.5% | +9.0% | +9.1% |
| 6M | +7.0% | +0.5% | +6.6% | +5.7% |
| YTD | +2.2% | +10.8% | -8.6% | -8.8% |
| 1Y | +9.5% | +11.9% | -2.4% | -3.3% |
| 3Y | +110.6% | +73.0% | +37.6% | +16.9% |
| 5Y | -45.0% | +58.6% | -103.6% | -65.8% |
| 10Y | +452.5% | +219.2% | +233.4% | +112.2% |
| All | +452.5% | +217.6% | +234.9% | +112.2% |
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 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