-48.9%
AURA vs VT
+67.1%
-116.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.2% | +0.4% | +1.7% | +1.6% |
| 30D | +5.3% | +1.0% | +4.3% | +3.9% |
| 3M | +11.2% | +2.4% | +8.8% | +7.5% |
| 6M | +22.9% | +12.0% | +10.9% | +6.4% |
| YTD | +38.7% | +15.3% | +23.4% | +15.9% |
| 1Y | +17.8% | +22.6% | -4.8% | -8.0% |
| 3Y | -27.6% | +74.7% | -102.3% | -61.5% |
| All | -48.9% | +67.1% | -116.0% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling