-38.0%
VG vs AUR
-6.5%
-31.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.8% |
| 7D | -2.5% | +19.2% | -21.7% | -4.5% |
| 30D | +11.1% | -7.8% | +18.9% | +11.9% |
| 3M | +14.9% | +4.0% | +10.9% | +13.1% |
| 6M | +18.4% | +45.0% | -26.6% | +5.8% |
| YTD | +116.6% | +69.5% | +47.0% | +86.1% |
| 1Y | +9.4% | +13.0% | -3.7% | +2.2% |
| All | -38.0% | -6.5% | -31.6% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling