-83.5%
AUST vs VT
+81.3%
-164.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.1% | -7.0% |
| 7D | -6.5% | +2.9% | -9.4% | -9.2% |
| 30D | -23.4% | -2.5% | -20.9% | -20.8% |
| 3M | -44.2% | -3.3% | -40.9% | -41.7% |
| 6M | -47.1% | +1.5% | -48.6% | -47.2% |
| YTD | -51.4% | +11.4% | -62.7% | -55.2% |
| 1Y | -57.4% | +11.9% | -69.3% | -60.9% |
| 3Y | +12.5% | +73.9% | -61.4% | -26.2% |
| All | -83.5% | +81.3% | -164.9% | -89.6% |
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