+90.8%
AUR vs VLTO
+55.4%
+35.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.4% | -4.8% |
| 7D | +7.9% | +0.8% | +7.1% | +7.5% |
| 30D | -18.5% | +18.7% | -37.2% | -26.8% |
| 3M | -36.7% | +21.7% | -58.4% | -44.1% |
| 6M | -39.8% | +35.8% | -75.6% | -51.3% |
| YTD | +13.3% | +18.3% | -5.0% | +1.5% |
| 1Y | +2.8% | +20.9% | -18.1% | -10.2% |
| 3Y | +139.7% | +68.8% | +70.8% | +62.0% |
| All | +90.8% | +55.4% | +35.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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