-36.7%
AUR vs VCLT
-11.7%
-25.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.0% |
| 7D | +0.2% | -1.3% | +1.4% | +2.0% |
| 30D | -8.9% | -1.1% | -7.8% | -7.5% |
| 3M | +4.6% | -3.7% | +8.3% | +10.3% |
| 6M | +44.9% | -4.0% | +48.9% | +54.2% |
| YTD | +64.8% | -3.4% | +68.2% | +74.0% |
| 1Y | +16.4% | -4.1% | +20.5% | +24.1% |
| 3Y | +85.1% | +11.0% | +74.1% | +63.7% |
| 5Y | -36.1% | -17.0% | -19.1% | -23.0% |
| All | -36.7% | -11.7% | -25.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling