-53.5%
AUR vs VT
+68.6%
-122.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | -1.0% |
| 7D | +9.9% | +0.4% | +9.6% | +8.0% |
| 30D | -20.2% | -2.6% | -17.6% | -15.1% |
| 3M | -34.1% | -3.2% | -30.9% | -28.2% |
| 6M | -34.3% | +0.9% | -35.3% | -34.7% |
| YTD | +21.1% | +11.3% | +9.8% | -3.8% |
| 1Y | +7.6% | +14.0% | -6.4% | -19.4% |
| 3Y | +159.8% | +75.8% | +83.9% | -21.2% |
| 5Y | -53.9% | +57.8% | -111.7% | -82.3% |
| All | -53.5% | +68.6% | -122.1% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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