+1.2%
AUR vs VLTO
+21.9%
-20.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.2% |
| 7D | -4.5% | +1.0% | -5.5% | -4.5% |
| 30D | -16.6% | +17.5% | -34.1% | -15.8% |
| 3M | -38.5% | +21.4% | -59.8% | -37.9% |
| 6M | -49.9% | +38.1% | -88.0% | -49.2% |
| YTD | +9.6% | +19.0% | -9.4% | +13.5% |
| 1Y | +1.2% | +20.7% | -19.5% | +4.9% |
| All | +1.2% | +21.9% | -20.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling