-35.1%
AUR vs VSXY
+22.6%
-57.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -6.4% | -18.7% | +12.3% | -1.6% |
| 3M | +7.7% | -4.0% | +11.7% | +7.4% |
| 6M | +44.5% | +67.5% | -23.0% | +16.8% |
| YTD | +67.4% | +39.7% | +27.8% | +42.0% |
| 1Y | +15.4% | +180.0% | -164.5% | -24.0% |
| 3Y | +94.8% | +337.3% | -242.4% | -4.6% |
| All | -35.1% | +22.6% | -57.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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