-82.8%
AUTL vs VT
+57.0%
-139.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.3% |
| 7D | -8.6% | +2.4% | -10.9% | -11.5% |
| 30D | -30.8% | -1.5% | -29.3% | -29.2% |
| 3M | -47.3% | -4.1% | -43.2% | -44.1% |
| 6M | -31.6% | +0.6% | -32.1% | -32.0% |
| YTD | -41.2% | +11.0% | -52.2% | -48.5% |
| 1Y | -8.6% | +13.3% | -21.9% | -21.9% |
| 3Y | -68.0% | +73.4% | -141.4% | -83.5% |
| All | -82.8% | +57.0% | -139.8% | -89.0% |
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 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