-35.0%
AUR vs VSH
+43.0%
-78.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +11.1% | +3.5% | +7.6% | +8.4% |
| 30D | -6.9% | -4.4% | -2.5% | -4.1% |
| 3M | +5.5% | -45.8% | +51.3% | +51.1% |
| 6M | +41.0% | +90.1% | -49.1% | -25.1% |
| YTD | +69.3% | +120.3% | -51.1% | -21.5% |
| 1Y | +14.0% | +112.2% | -98.2% | -45.9% |
| 3Y | +90.1% | +36.6% | +53.5% | +28.9% |
| 5Y | -34.4% | +67.0% | -101.4% | -63.8% |
| All | -35.0% | +43.0% | -78.0% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling