-100.0%
AUUD vs VT
+82.7%
-182.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -1.0% |
| 30D | +21.7% | -0.2% | +21.9% | +21.5% |
| 3M | -22.5% | +4.5% | -27.0% | -26.2% |
| 6M | -82.1% | +14.1% | -96.2% | -85.2% |
| YTD | -86.7% | +14.8% | -101.5% | -89.1% |
| 1Y | -93.4% | +21.2% | -114.6% | -94.9% |
| 3Y | -99.9% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +82.7% | -182.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling