-71.9%
AUST vs VT
+87.8%
-159.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.4% | +0.4% | +2.9% | +2.9% |
| 30D | +1.7% | +1.0% | +0.7% | +0.7% |
| 3M | -12.8% | +2.4% | -15.1% | -14.4% |
| 6M | -30.1% | +12.0% | -42.1% | -37.2% |
| YTD | -16.9% | +15.3% | -32.2% | -26.8% |
| 1Y | -29.7% | +22.6% | -52.3% | -40.9% |
| 3Y | +50.0% | +74.7% | -24.7% | -3.3% |
| All | -71.9% | +87.8% | -159.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling