-35.7%
AUR vs VTEB
+1.9%
-37.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +0.6% |
| 7D | +1.4% | -0.9% | +2.3% | +4.0% |
| 30D | -6.4% | -2.5% | -3.9% | +0.3% |
| 3M | +7.7% | -3.0% | +10.7% | +17.1% |
| 6M | +44.5% | -2.1% | +46.6% | +53.9% |
| YTD | +67.4% | -1.5% | +68.9% | +75.7% |
| 1Y | +15.4% | +0.2% | +15.3% | +16.0% |
| 3Y | +94.8% | +8.6% | +86.3% | +54.1% |
| 5Y | -35.1% | +1.2% | -36.3% | -10.6% |
| All | -35.7% | +1.9% | -37.6% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling