-35.2%
AUR vs VSXY
+37.5%
-72.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -6.4% | -18.7% | +12.3% | -1.9% |
| 3M | +7.7% | -4.0% | +11.7% | +7.5% |
| 6M | +44.5% | +67.5% | -23.0% | +18.6% |
| YTD | +67.4% | +39.7% | +27.8% | +43.8% |
| 1Y | +15.4% | +180.0% | -164.5% | -21.4% |
| 3Y | +94.8% | +337.3% | -242.4% | +3.0% |
| 5Y | -35.1% | +22.7% | -57.8% | -53.0% |
| All | -35.2% | +37.5% | -72.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling