+63.2%
VEA vs AUR
-36.7%
+99.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -1.1% | -8.9% | +7.9% | -0.5% |
| 3M | +5.1% | +4.6% | +0.4% | +4.4% |
| 6M | +9.8% | +44.9% | -35.1% | +6.4% |
| YTD | +15.9% | +64.8% | -48.9% | +11.2% |
| 1Y | +24.6% | +16.4% | +8.2% | +21.8% |
| 3Y | +75.5% | +85.1% | -9.6% | +58.1% |
| 5Y | +59.4% | -36.1% | +95.5% | +40.8% |
| All | +63.2% | -36.7% | +99.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling