0.0%
AUTL vs VT
+13.0%
-13.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -1.2% |
| 7D | -7.0% | +0.4% | -7.4% | -7.4% |
| 30D | -27.1% | -2.6% | -24.5% | -23.6% |
| 3M | -37.4% | -3.2% | -34.2% | -33.7% |
| 6M | -15.9% | +0.9% | -16.9% | -17.4% |
| YTD | -33.7% | +11.3% | -45.0% | -47.2% |
| All | 0.0% | +13.0% | -13.0% | -23.0% |
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 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