+153.9%
AUSF vs VT
+134.2%
+19.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -3.3% | -2.3% | -0.9% | -1.3% |
| 30D | +2.6% | -5.0% | +7.6% | +7.1% |
| 3M | -3.0% | -4.9% | +1.9% | +1.1% |
| 6M | +3.7% | -1.5% | +5.3% | +4.4% |
| YTD | +10.4% | +8.5% | +1.9% | +1.6% |
| 1Y | +15.0% | +11.4% | +3.6% | +3.3% |
| 3Y | +65.7% | +70.1% | -4.4% | +0.5% |
| 5Y | +83.5% | +53.7% | +29.8% | +21.7% |
| All | +153.9% | +134.2% | +19.7% | +3.0% |
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