-35.7%
AUR vs VNQ
+17.1%
-52.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.5% |
| 7D | +1.4% | -1.3% | +2.7% | +3.3% |
| 30D | -6.4% | -2.6% | -3.8% | -2.8% |
| 3M | +7.7% | -2.0% | +9.7% | +9.6% |
| 6M | +44.5% | +4.3% | +40.2% | +32.9% |
| YTD | +67.4% | +9.2% | +58.2% | +43.4% |
| 1Y | +15.4% | +5.6% | +9.8% | +4.0% |
| 3Y | +94.8% | +30.8% | +64.0% | +33.6% |
| 5Y | -35.1% | +8.0% | -43.1% | -40.9% |
| All | -35.7% | +17.1% | -52.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling