-82.2%
AUST vs VT
+82.5%
-164.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.4% |
| 7D | +1.3% | -0.7% | +2.0% | +2.1% |
| 30D | -19.5% | -1.7% | -17.8% | -17.6% |
| 3M | -42.2% | -2.3% | -39.9% | -40.4% |
| 6M | -41.8% | +1.5% | -43.3% | -42.0% |
| YTD | -47.3% | +12.0% | -59.3% | -51.9% |
| 1Y | -49.8% | +12.9% | -62.7% | -54.3% |
| 3Y | +21.9% | +74.9% | -53.1% | -20.6% |
| All | -82.2% | +82.5% | -164.6% | -88.8% |
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