+13.5%
VT vs AUR
-13.6%
+27.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.6% | -16.6% | +15.0% | +0.3% |
| 30D | -2.5% | -24.7% | +22.2% | +0.5% |
| 3M | -1.3% | -37.1% | +35.8% | +3.5% |
| 6M | +3.1% | -30.3% | +33.4% | +6.1% |
| YTD | +10.9% | +11.2% | -0.3% | +6.9% |
| All | +13.5% | -13.6% | +27.1% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling