-94.7%
AUTL vs VT
+145.9%
-240.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -6.7% | -0.1% | -6.6% | -6.4% |
| 30D | -27.1% | -3.1% | -24.0% | -24.1% |
| 3M | -36.2% | -3.5% | -32.7% | -33.3% |
| 6M | -15.9% | +0.5% | -16.4% | -16.1% |
| YTD | -33.7% | +10.8% | -44.4% | -40.7% |
| 1Y | 0.0% | +11.9% | -11.9% | -11.5% |
| 3Y | -61.5% | +73.0% | -134.5% | -78.9% |
| 5Y | -79.9% | +58.6% | -138.5% | -87.7% |
| All | -94.7% | +145.9% | -240.6% | -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