-48.6%
AURA vs VT
+62.3%
-110.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.9% |
| 7D | +14.4% | -0.7% | +15.1% | +15.7% |
| 30D | +16.4% | -1.7% | +18.1% | +19.2% |
| 3M | -5.3% | -2.3% | -3.0% | -2.7% |
| 6M | -7.1% | +1.5% | -8.6% | -9.1% |
| YTD | +39.6% | +12.0% | +27.6% | +21.0% |
| 1Y | +34.5% | +12.9% | +21.6% | +15.7% |
| 3Y | -1.0% | +74.9% | -76.0% | -47.4% |
| 5Y | -55.9% | +59.9% | -115.8% | -77.2% |
| All | -48.6% | +62.3% | -110.9% | -72.7% |
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 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