-51.4%
AURA vs VT
+65.2%
-116.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.4% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | -6.5% | -0.7% | -5.8% | -6.0% |
| 3M | +13.4% | +4.0% | +9.4% | +7.6% |
| 6M | +27.0% | +12.3% | +14.7% | +9.4% |
| YTD | +32.1% | +14.0% | +18.1% | +11.8% |
| 1Y | +11.5% | +20.3% | -8.8% | -11.0% |
| 3Y | -27.0% | +75.4% | -102.4% | -61.3% |
| All | -51.4% | +65.2% | -116.5% | -74.7% |
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