-82.3%
AUST vs VT
+80.4%
-162.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.3% |
| 7D | +5.6% | -0.1% | +5.7% | +5.8% |
| 30D | -21.1% | -3.1% | -18.1% | -18.0% |
| 3M | -39.6% | -3.5% | -36.1% | -36.8% |
| 6M | -43.6% | +0.5% | -44.0% | -43.1% |
| YTD | -47.8% | +10.8% | -58.5% | -51.7% |
| 1Y | -52.3% | +11.9% | -64.2% | -56.1% |
| 3Y | +20.8% | +73.0% | -52.2% | -20.3% |
| All | -82.3% | +80.4% | -162.7% | -88.7% |
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