+73.4%
VT vs AUR
+130.1%
-56.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | +2.4% | -4.5% | +6.9% | +2.7% |
| 30D | -1.5% | -16.6% | +15.1% | -0.3% |
| 3M | -4.1% | -38.5% | +34.3% | -0.8% |
| 6M | +0.6% | -49.9% | +50.4% | +5.4% |
| YTD | +11.0% | +9.6% | +1.4% | +9.0% |
| 1Y | +13.3% | +1.2% | +12.1% | +11.7% |
| 3Y | +73.4% | +128.8% | -55.4% | +54.4% |
| All | +73.4% | +130.1% | -56.7% | +54.4% |
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