-34.9%
AUR vs VO
+52.2%
-87.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +4.0% |
| 7D | +19.2% | +0.6% | +18.6% | +17.7% |
| 30D | -7.8% | -1.1% | -6.7% | -5.0% |
| 3M | +4.0% | +4.5% | -0.6% | -5.4% |
| 6M | +45.0% | +11.1% | +33.9% | +16.3% |
| YTD | +69.5% | +13.5% | +56.0% | +30.4% |
| 1Y | +13.0% | +14.5% | -1.5% | -13.9% |
| 3Y | +90.4% | +58.1% | +32.2% | -20.2% |
| 5Y | -34.2% | +43.3% | -77.5% | -64.6% |
| All | -34.9% | +52.2% | -87.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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