+99.6%
AUR vs VLTO
+56.3%
+43.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.6% | +1.6% | +4.9% | +5.6% |
| 30D | -22.0% | +22.0% | -43.9% | -31.1% |
| 3M | -34.8% | +21.9% | -56.7% | -42.5% |
| 6M | -35.7% | +36.5% | -72.2% | -48.2% |
| YTD | +18.5% | +19.0% | -0.5% | +5.8% |
| 1Y | +4.4% | +21.0% | -16.6% | -8.8% |
| 3Y | +150.7% | +69.9% | +80.8% | +68.8% |
| All | +99.6% | +56.3% | +43.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling