-52.0%
AURA vs VT
+61.3%
-113.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -5.8% |
| 7D | +12.1% | +2.9% | +9.3% | +8.9% |
| 30D | +13.4% | -2.5% | +15.9% | +17.3% |
| 3M | -8.3% | -3.3% | -4.9% | -4.4% |
| 6M | -10.3% | +1.5% | -11.9% | -12.3% |
| YTD | +30.5% | +11.4% | +19.1% | +13.9% |
| 1Y | +27.6% | +11.9% | +15.7% | +11.0% |
| 3Y | -7.5% | +73.9% | -81.4% | -50.5% |
| 5Y | -59.3% | +57.9% | -117.2% | -79.3% |
| All | -52.0% | +61.3% | -113.3% | -74.3% |
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