+61.6%
AG vs VTRS
-48.4%
+110.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | -6.7% | -2.2% | -4.5% | -6.3% |
| 30D | +2.2% | +3.3% | -1.1% | +1.5% |
| 3M | +15.7% | +2.0% | +13.7% | +15.0% |
| 6M | -23.8% | +19.9% | -43.7% | -26.7% |
| YTD | +17.6% | +35.7% | -18.1% | +10.4% |
| 1Y | +88.6% | +68.1% | +20.5% | +69.0% |
| 3Y | +253.4% | +87.1% | +166.3% | +206.2% |
| 5Y | +62.4% | +47.6% | +14.8% | +43.9% |
| All | +61.6% | -48.4% | +110.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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