+70.1%
AUSF vs VT
+74.4%
-4.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +5.7% | -3.1% | +8.8% | +7.6% |
| 3M | 0.0% | -3.5% | +3.5% | +2.0% |
| 6M | +7.8% | +0.5% | +7.3% | +7.0% |
| YTD | +14.2% | +10.8% | +3.4% | +5.8% |
| 1Y | +17.9% | +11.9% | +6.0% | +8.4% |
| 3Y | +70.1% | +73.0% | -2.9% | +2.5% |
| All | +70.1% | +74.4% | -4.4% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling