-94.9%
AUTL vs VT
+140.8%
-235.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.3% |
| 7D | -15.8% | -2.3% | -13.5% | -13.2% |
| 30D | -29.3% | -5.0% | -24.3% | -24.6% |
| 3M | -36.0% | -4.9% | -31.1% | -31.8% |
| 6M | -24.7% | -1.5% | -23.2% | -23.0% |
| YTD | -35.7% | +8.5% | -44.2% | -41.0% |
| 1Y | -5.9% | +11.4% | -17.3% | -16.2% |
| 3Y | -65.4% | +70.1% | -135.5% | -80.6% |
| 5Y | -77.0% | +53.7% | -130.7% | -85.4% |
| All | -94.9% | +140.8% | -235.7% | -98.0% |
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