-35.7%
VG vs AUR
-6.6%
-29.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +3.8% | +11.1% | -7.3% | +2.5% |
| 30D | +7.2% | -6.9% | +14.1% | +7.9% |
| 3M | +22.8% | +5.5% | +17.3% | +20.6% |
| 6M | +33.2% | +41.0% | -7.8% | +20.0% |
| YTD | +124.8% | +69.3% | +55.5% | +93.2% |
| 1Y | +15.8% | +14.0% | +1.8% | +8.0% |
| All | -35.7% | -6.6% | -29.1% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling