+1,037.8%
VRT vs AUR
-35.7%
+1,073.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.3% |
| 7D | -8.4% | +1.4% | -9.8% | -8.6% |
| 30D | -10.9% | -6.4% | -4.4% | -9.7% |
| 3M | -13.7% | +7.7% | -21.4% | -15.3% |
| 6M | -4.1% | +44.5% | -48.6% | -12.1% |
| YTD | +58.7% | +67.4% | -8.7% | +40.4% |
| 1Y | +89.6% | +15.4% | +74.2% | +79.8% |
| 3Y | +558.1% | +94.8% | +463.3% | +395.7% |
| 5Y | +953.0% | -35.1% | +988.1% | +699.6% |
| All | +1,037.8% | -35.7% | +1,073.5% | +767.6% |
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 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