+137.9%
VGT vs AUR
-35.1%
+173.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -0.4% | -6.4% | +6.0% | +0.2% |
| 3M | +4.4% | +7.7% | -3.3% | +3.0% |
| 6M | +32.1% | +44.5% | -12.4% | +24.7% |
| YTD | +28.8% | +67.4% | -38.7% | +19.0% |
| 1Y | +35.3% | +15.4% | +19.9% | +30.3% |
| 3Y | +124.8% | +94.8% | +29.9% | +85.9% |
| All | +137.9% | -35.1% | +173.0% | +96.6% |
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