-54.5%
AUR vs VT
+67.8%
-122.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.0% |
| 7D | +6.6% | -0.1% | +6.7% | +6.0% |
| 30D | -22.0% | -3.1% | -18.9% | -15.9% |
| 3M | -34.8% | -3.5% | -31.3% | -28.4% |
| 6M | -35.7% | +0.5% | -36.2% | -35.3% |
| YTD | +18.5% | +10.8% | +7.7% | -4.8% |
| 1Y | +4.4% | +11.9% | -7.5% | -18.1% |
| 3Y | +150.7% | +73.0% | +77.7% | -21.0% |
| 5Y | -53.6% | +58.6% | -112.2% | -81.9% |
| All | -54.5% | +67.8% | -122.3% | -82.3% |
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