+91.8%
AUR vs VFC
-28.4%
+120.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.1% |
| 7D | +0.2% | -3.3% | +3.4% | +1.3% |
| 30D | -8.9% | -14.0% | +5.1% | -3.9% |
| 3M | +4.6% | -22.6% | +27.2% | +13.5% |
| 6M | +44.9% | -24.7% | +69.6% | +58.4% |
| YTD | +64.8% | -29.0% | +93.8% | +83.6% |
| 1Y | +16.4% | -13.8% | +30.1% | +19.3% |
| All | +91.8% | -28.4% | +120.2% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling