-95.2%
AUTL vs VT
+147.2%
-242.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | -5.6% | +2.9% | -8.4% | -8.8% |
| 30D | -26.5% | -2.5% | -24.0% | -24.1% |
| 3M | -43.9% | -3.3% | -40.5% | -41.4% |
| 6M | -25.6% | +1.5% | -27.2% | -26.8% |
| YTD | -40.2% | +11.4% | -51.6% | -47.0% |
| 1Y | -12.5% | +11.9% | -24.4% | -22.6% |
| 3Y | -65.3% | +73.9% | -139.2% | -81.1% |
| 5Y | -82.8% | +57.9% | -140.6% | -89.4% |
| All | -95.2% | +147.2% | -242.4% | -98.2% |
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