-9.6%
AUR vs VTEB
+0.7%
-10.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -2.5% |
| 7D | -8.5% | +1.2% | -9.7% | -12.3% |
| 30D | -29.9% | +4.2% | -34.1% | -40.0% |
| 3M | -39.8% | -0.5% | -39.3% | -35.8% |
| 6M | -38.3% | -0.6% | -37.7% | -33.3% |
| YTD | +4.9% | +0.3% | +4.7% | +13.0% |
| 1Y | -9.6% | +0.8% | -10.5% | -1.4% |
| All | -9.6% | +0.7% | -10.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling