+173.0%
VGT vs AUR
-36.7%
+209.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -0.4% | -8.9% | +8.5% | +0.5% |
| 3M | +6.6% | +4.6% | +2.0% | +5.6% |
| 6M | +31.0% | +44.9% | -13.8% | +23.7% |
| YTD | +27.2% | +64.8% | -37.6% | +17.8% |
| 1Y | +34.5% | +16.4% | +18.1% | +29.4% |
| 3Y | +123.1% | +85.1% | +38.1% | +85.9% |
| 5Y | +135.1% | -36.1% | +171.2% | +98.9% |
| All | +173.0% | -36.7% | +209.7% | +132.8% |
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 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