-94.7%
AUTL vs VT
+147.1%
-241.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | 0.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.3% |
| 30D | -27.1% | -2.6% | -24.5% | -24.5% |
| 3M | -37.4% | -3.2% | -34.2% | -34.8% |
| 6M | -15.9% | +0.9% | -16.9% | -16.6% |
| YTD | -33.7% | +11.3% | -45.0% | -41.1% |
| 1Y | -0.8% | +14.0% | -14.8% | -14.1% |
| 3Y | -62.2% | +75.8% | -138.0% | -79.7% |
| 5Y | -80.6% | +57.8% | -138.4% | -88.1% |
| All | -94.7% | +147.1% | -241.8% | -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