-80.4%
AUST vs VT
+81.3%
-161.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +5.5% |
| 7D | +21.2% | +0.4% | +20.8% | +20.6% |
| 30D | -12.6% | -2.6% | -10.0% | -9.6% |
| 3M | -28.0% | -3.2% | -24.8% | -25.0% |
| 6M | -37.5% | +0.9% | -38.4% | -37.4% |
| YTD | -42.1% | +11.3% | -53.4% | -46.8% |
| 1Y | -45.1% | +14.0% | -59.1% | -50.4% |
| 3Y | +29.8% | +75.8% | -46.1% | -15.7% |
| All | -80.4% | +81.3% | -161.7% | -87.6% |
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