-9.0%
AUR vs VICR
+76.0%
-85.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.1% | +6.7% | -1.9% |
| 7D | -19.8% | -26.6% | +6.7% | -14.0% |
| 30D | -29.0% | -47.9% | +18.9% | -18.6% |
| 3M | -43.6% | -29.8% | -13.8% | -40.4% |
| 6M | -36.6% | -36.6% | 0.0% | -33.0% |
| YTD | +6.3% | +45.1% | -38.9% | -16.8% |
| 1Y | -9.0% | +80.0% | -89.1% | -35.3% |
| All | -9.0% | +76.0% | -85.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling