+35.0%
VWO vs AUR
-35.7%
+70.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | -0.1% | -6.4% | +6.3% | +0.2% |
| 3M | +2.2% | +7.7% | -5.5% | +1.4% |
| 6M | +8.8% | +44.5% | -35.7% | +5.4% |
| YTD | +12.4% | +67.4% | -55.1% | +7.7% |
| 1Y | +15.6% | +15.4% | +0.1% | +13.1% |
| 3Y | +62.5% | +94.8% | -32.3% | +45.8% |
| 5Y | +34.3% | -35.1% | +69.4% | +19.7% |
| All | +35.0% | -35.7% | +70.7% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling