+6.0%
VWO vs AUR
-17.4%
+23.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.3% |
| 7D | -1.3% | -19.8% | +18.5% | +1.4% |
| 30D | -7.1% | -29.0% | +21.9% | -3.2% |
| 3M | -6.1% | -43.6% | +37.5% | +0.6% |
| 6M | -3.9% | -36.6% | +32.8% | +0.7% |
| YTD | +5.0% | +6.3% | -1.2% | +3.0% |
| 1Y | +6.0% | -9.0% | +15.0% | +4.6% |
| All | +6.0% | -17.4% | +23.4% | +4.6% |
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