-9.0%
AUR vs VCLT
-3.2%
-5.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -6.4% |
| 7D | -19.8% | +0.4% | -20.3% | -20.5% |
| 30D | -29.0% | +3.9% | -33.0% | -34.5% |
| 3M | -43.6% | -1.9% | -41.6% | -41.1% |
| 6M | -36.6% | -2.6% | -34.0% | -32.8% |
| YTD | +6.3% | -3.1% | +9.4% | +13.8% |
| 1Y | -9.0% | -3.6% | -5.5% | -1.8% |
| All | -9.0% | -3.2% | -5.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling