+153.3%
AUSF vs VT
+133.7%
+19.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -1.6% |
| 7D | -3.3% | -4.2% | +0.9% | +0.3% |
| 30D | +1.9% | -5.8% | +7.7% | +7.1% |
| 3M | -2.9% | -5.2% | +2.4% | +1.5% |
| 6M | +3.2% | +0.1% | +3.1% | +2.3% |
| YTD | +10.1% | +8.2% | +1.8% | +1.5% |
| 1Y | +14.1% | +10.1% | +4.0% | +3.5% |
| 3Y | +64.4% | +69.7% | -5.3% | -0.1% |
| 5Y | +83.0% | +53.4% | +29.7% | +21.6% |
| All | +153.3% | +133.7% | +19.6% | +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