+535.3%
VRT vs AUR
+81.4%
+453.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -5.1% |
| 7D | -7.7% | +0.2% | -7.9% | -7.7% |
| 30D | -12.0% | -8.9% | -3.0% | -10.4% |
| 3M | -11.7% | +4.6% | -16.3% | -12.7% |
| 6M | -8.1% | +44.9% | -52.9% | -15.2% |
| YTD | +53.2% | +64.8% | -11.6% | +37.2% |
| 1Y | +81.7% | +16.4% | +65.3% | +72.5% |
| All | +535.3% | +81.4% | +453.9% | +401.7% |
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