-77.3%
AUTL vs VT
+53.2%
-130.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -3.1% |
| 7D | -20.3% | -4.2% | -16.1% | -15.3% |
| 30D | -29.6% | -5.8% | -23.8% | -23.5% |
| 3M | -33.7% | -5.2% | -28.4% | -28.5% |
| 6M | -23.2% | +0.1% | -23.3% | -23.1% |
| YTD | -36.7% | +8.2% | -44.9% | -42.6% |
| 1Y | -9.0% | +10.1% | -19.1% | -19.2% |
| 3Y | -69.2% | +69.7% | -138.9% | -83.7% |
| 5Y | -77.3% | +53.4% | -130.7% | -84.9% |
| All | -77.3% | +53.2% | -130.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling