-38.1%
AGBK vs VT
+8.3%
-46.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.6% |
| 7D | -1.5% | -1.1% | -0.4% | -0.4% |
| 30D | +8.1% | -1.0% | +9.1% | +9.2% |
| 3M | -3.1% | +3.2% | -6.2% | -6.7% |
| 6M | -33.5% | +12.5% | -46.0% | -43.6% |
| All | -38.1% | +8.3% | -46.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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