-35.7%
AUR vs VSH
+50.4%
-86.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | -2.5% |
| 7D | +1.4% | +4.8% | -3.3% | -1.8% |
| 30D | -6.4% | -0.7% | -5.7% | -6.1% |
| 3M | +7.7% | -43.1% | +50.8% | +49.9% |
| 6M | +44.5% | +91.8% | -47.3% | -23.3% |
| YTD | +67.4% | +131.6% | -64.2% | -24.9% |
| 1Y | +15.4% | +118.1% | -102.6% | -46.1% |
| 3Y | +94.8% | +40.9% | +54.0% | +29.9% |
| 5Y | -35.1% | +75.8% | -110.9% | -65.4% |
| All | -35.7% | +50.4% | -86.1% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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