-47.1%
AUST vs VT
+13.0%
-60.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +2.6% |
| 7D | +21.2% | +0.4% | +20.8% | +19.4% |
| 30D | -12.6% | -2.6% | -10.0% | -6.8% |
| 3M | -28.0% | -3.2% | -24.8% | -22.0% |
| 6M | -37.5% | +0.9% | -38.4% | -38.5% |
| YTD | -42.1% | +11.3% | -53.4% | -54.4% |
| All | -47.1% | +13.0% | -60.1% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling