-35.7%
AUR vs VFC
-82.5%
+46.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | -0.3% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | -6.4% | -9.0% | +2.6% | -2.5% |
| 3M | +7.7% | -24.2% | +31.9% | +20.2% |
| 6M | +44.5% | -18.5% | +63.0% | +55.4% |
| YTD | +67.4% | -25.9% | +93.3% | +87.0% |
| 1Y | +15.4% | -13.0% | +28.4% | +17.6% |
| 3Y | +94.8% | -20.3% | +115.2% | +77.9% |
| 5Y | -35.1% | -78.1% | +43.0% | +26.4% |
| All | -35.7% | -82.5% | +46.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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