+0.4%
AUTL vs VT
+13.3%
-12.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -8.7% | -1.6% | -7.1% | -6.1% |
| 30D | -20.5% | -2.5% | -18.0% | -17.1% |
| 3M | -22.3% | -1.3% | -21.0% | -20.4% |
| 6M | -3.7% | +3.1% | -6.8% | -9.5% |
| YTD | -28.9% | +10.9% | -39.8% | -42.5% |
| All | +0.4% | +13.3% | -12.9% | -23.5% |
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