-91.0%
AUTL vs VT
+156.0%
-247.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.8% |
| 30D | +17.9% | +1.0% | +16.9% | +16.6% |
| 3M | +34.9% | +2.4% | +32.6% | +31.3% |
| 6M | +37.4% | +12.0% | +25.4% | +20.8% |
| YTD | +12.6% | +15.3% | -2.8% | -4.4% |
| 1Y | +54.5% | +22.6% | +31.9% | +22.9% |
| 3Y | -32.9% | +74.7% | -107.6% | -63.7% |
| 5Y | -69.2% | +66.1% | -135.3% | -82.2% |
| All | -91.0% | +156.0% | -247.1% | -96.8% |
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