-34.9%
AUR vs VT
+73.8%
-108.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.9% |
| 7D | +19.2% | +1.0% | +18.2% | +16.5% |
| 30D | -7.8% | -0.2% | -7.6% | -6.7% |
| 3M | +4.0% | +4.5% | -0.6% | -5.8% |
| 6M | +45.0% | +14.1% | +30.9% | +7.8% |
| YTD | +69.5% | +14.8% | +54.8% | +24.9% |
| 1Y | +13.0% | +21.2% | -8.2% | -26.7% |
| 3Y | +90.4% | +76.6% | +13.8% | -43.0% |
| 5Y | -34.2% | +66.6% | -100.8% | -76.5% |
| All | -34.9% | +73.8% | -108.7% | -76.8% |
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