+70.4%
VT vs AUR
-56.5%
+126.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.2% |
| 7D | +2.9% | +7.9% | -5.1% | +2.2% |
| 30D | -2.5% | -18.5% | +16.0% | -1.1% |
| 3M | -3.3% | -36.7% | +33.4% | -0.2% |
| 6M | +1.5% | -39.8% | +41.3% | +4.9% |
| YTD | +11.4% | +13.3% | -1.9% | +8.8% |
| 1Y | +11.9% | +2.8% | +9.1% | +10.0% |
| 3Y | +73.9% | +139.7% | -65.8% | +50.8% |
| 5Y | +57.9% | -56.5% | +114.4% | +41.9% |
| All | +70.4% | -56.5% | +126.9% | +53.3% |
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