-95.0%
AUTL vs VT
+140.3%
-235.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -3.7% |
| 7D | -20.3% | -4.2% | -16.1% | -15.8% |
| 30D | -29.6% | -5.8% | -23.8% | -24.1% |
| 3M | -33.7% | -5.2% | -28.4% | -29.0% |
| 6M | -23.2% | +0.1% | -23.3% | -23.0% |
| YTD | -36.7% | +8.2% | -44.9% | -41.8% |
| 1Y | -9.0% | +10.1% | -19.1% | -17.9% |
| 3Y | -69.2% | +69.7% | -138.9% | -82.7% |
| 5Y | -77.3% | +53.4% | -130.7% | -85.6% |
| All | -95.0% | +140.3% | -235.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling