-35.7%
AUR vs VCLT
-11.6%
-24.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | +1.4% | -1.4% | +2.8% | +3.4% |
| 30D | -6.4% | -1.2% | -5.2% | -4.9% |
| 3M | +7.7% | -4.8% | +12.5% | +15.5% |
| 6M | +44.5% | -2.6% | +47.1% | +50.8% |
| YTD | +67.4% | -3.3% | +70.8% | +76.6% |
| 1Y | +15.4% | -4.8% | +20.3% | +24.3% |
| 3Y | +94.8% | +11.5% | +83.3% | +71.4% |
| 5Y | -35.1% | -17.0% | -18.1% | -21.9% |
| All | -35.7% | -11.6% | -24.1% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling