-51.4%
VG vs AUR
-36.6%
-14.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | -0.8% |
| 7D | -22.0% | +1.1% | -23.2% | -22.1% |
| 30D | -11.6% | -22.9% | +11.3% | -9.7% |
| 3M | -14.9% | -35.0% | +20.1% | -11.7% |
| 6M | -3.5% | -39.3% | +35.8% | -0.3% |
| YTD | +70.0% | +14.8% | +55.1% | +51.2% |
| 1Y | +50.0% | +4.3% | +45.7% | +36.2% |
| All | -51.4% | -36.6% | -14.7% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling