+66.6%
VT vs AU
+668.7%
-602.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.4% | -3.6% | +4.1% | +0.8% |
| 30D | +1.0% | +23.9% | -22.9% | -1.5% |
| 3M | +2.4% | +19.1% | -16.7% | 0.0% |
| 6M | +12.0% | -0.2% | +12.2% | +10.9% |
| YTD | +15.3% | +32.5% | -17.1% | +10.7% |
| 1Y | +22.6% | +96.9% | -74.4% | +12.7% |
| 3Y | +74.7% | +614.7% | -540.1% | +36.6% |
| All | +66.6% | +668.7% | -602.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling