-1.4%
VCIT vs AUR
+0.7%
-2.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | -1.4% | -4.5% | +3.1% | -1.4% |
| 30D | +0.6% | -16.6% | +17.2% | +0.8% |
| 3M | -2.2% | -38.5% | +36.2% | -1.5% |
| 6M | -2.3% | -49.9% | +47.6% | -1.3% |
| YTD | -2.2% | +9.6% | -11.8% | -2.5% |
| 1Y | -1.4% | +1.2% | -2.6% | -1.6% |
| All | -1.4% | +0.7% | -2.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling