+302.0%
AUPH vs VT
+231.4%
+70.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.7% |
| 30D | +5.9% | +1.0% | +4.9% | +4.8% |
| 3M | -1.8% | +2.4% | -4.2% | -4.4% |
| 6M | +6.9% | +12.0% | -5.1% | -4.4% |
| YTD | +0.8% | +15.3% | -14.5% | -12.5% |
| 1Y | +28.3% | +22.6% | +5.7% | +5.0% |
| 3Y | +70.0% | +74.7% | -4.7% | -1.3% |
| 5Y | -8.3% | +66.1% | -74.5% | -43.0% |
| 10Y | +684.4% | +225.0% | +459.4% | +210.3% |
| All | +302.0% | +231.4% | +70.6% | +70.1% |
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