+222.7%
VT vs AU
+832.2%
-609.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.2% |
| 7D | +2.9% | -1.1% | +4.0% | +2.9% |
| 30D | -2.5% | -4.4% | +1.9% | -2.3% |
| 3M | -3.3% | -10.0% | +6.6% | -2.8% |
| 6M | +1.5% | -14.5% | +16.0% | +2.2% |
| YTD | +11.4% | +6.4% | +5.0% | +9.9% |
| 1Y | +11.9% | +7.7% | +4.2% | +10.3% |
| 3Y | +73.9% | +514.1% | -440.2% | +50.5% |
| 5Y | +57.9% | +386.5% | -328.6% | +36.3% |
| All | +222.7% | +832.2% | -609.4% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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