-1.0%
VCIT vs AUR
+0.7%
-1.7%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +0.1% | +6.6% | -6.5% | 0.0% |
| 30D | +1.1% | -22.0% | +23.1% | +1.5% |
| 3M | -1.4% | -34.8% | +33.5% | -0.7% |
| 6M | -2.3% | -35.7% | +33.4% | -1.7% |
| YTD | -1.8% | +18.5% | -20.3% | -2.2% |
| 1Y | -1.0% | +4.4% | -5.4% | -1.2% |
| All | -1.0% | +0.7% | -1.7% | -1.2% |
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