+53.4%
VT vs AUR
-56.9%
+110.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.2% | -0.5% |
| 7D | -2.3% | +1.1% | -3.5% | -2.5% |
| 30D | -5.0% | -22.9% | +17.9% | -3.2% |
| 3M | -4.9% | -35.0% | +30.1% | -2.0% |
| 6M | -1.5% | -39.3% | +37.8% | +1.6% |
| YTD | +8.5% | +14.8% | -6.4% | +5.9% |
| 1Y | +11.4% | +4.3% | +7.1% | +9.4% |
| 3Y | +70.1% | +125.0% | -54.9% | +48.2% |
| All | +53.4% | -56.9% | +110.3% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling