+94.8%
AUR vs VICR
+209.3%
-114.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -2.1% |
| 7D | +1.4% | +5.0% | -3.5% | -0.4% |
| 30D | -6.4% | -12.5% | +6.1% | -2.9% |
| 3M | +7.7% | -33.6% | +41.3% | +19.7% |
| 6M | +44.5% | +10.7% | +33.8% | +27.6% |
| YTD | +67.4% | +80.6% | -13.1% | +19.5% |
| 1Y | +15.4% | +288.4% | -272.9% | -42.9% |
| 3Y | +94.8% | +213.8% | -118.9% | -30.6% |
| All | +94.8% | +209.3% | -114.4% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling