-34.9%
AUR vs VFC
-82.6%
+47.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +3.5% |
| 7D | +19.2% | +0.8% | +18.4% | +18.7% |
| 30D | -7.8% | -11.9% | +4.2% | -2.5% |
| 3M | +4.0% | -20.2% | +24.1% | +13.2% |
| 6M | +45.0% | -23.0% | +68.0% | +59.9% |
| YTD | +69.5% | -26.2% | +95.7% | +89.8% |
| 1Y | +13.0% | -13.3% | +26.4% | +15.4% |
| 3Y | +90.4% | -25.5% | +115.8% | +81.6% |
| 5Y | -34.2% | -78.1% | +43.9% | +28.5% |
| All | -34.9% | -82.6% | +47.7% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling