-56.5%
AUR vs VT
+53.4%
-109.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +8.8% |
| 7D | +1.1% | -2.3% | +3.5% | +6.4% |
| 30D | -22.9% | -5.0% | -17.9% | -12.4% |
| 3M | -35.0% | -4.9% | -30.1% | -25.6% |
| 6M | -39.3% | -1.5% | -37.8% | -35.8% |
| YTD | +14.8% | +8.5% | +6.4% | -4.0% |
| 1Y | +4.3% | +11.4% | -7.1% | -18.5% |
| 3Y | +125.0% | +70.1% | +54.9% | -31.9% |
| All | -56.5% | +53.4% | -109.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling