-100.0%
AYTU vs VT
+427.8%
-527.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -3.9% | +1.0% | -4.9% | -4.2% |
| 3M | +4.2% | +2.4% | +1.9% | +3.5% |
| 6M | -15.3% | +12.0% | -27.3% | -18.1% |
| YTD | -15.0% | +15.3% | -30.3% | -18.4% |
| 1Y | -2.2% | +22.6% | -24.8% | -7.7% |
| 3Y | +29.2% | +74.7% | -45.4% | +11.8% |
| 5Y | -97.0% | +66.1% | -163.2% | -97.4% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +427.8% | -527.8% | -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 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