+217.7%
AGCO vs VT
+229.8%
-12.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.7% |
| 7D | -9.2% | -1.1% | -8.1% | -8.0% |
| 30D | +19.6% | -1.0% | +20.6% | +20.9% |
| 3M | +9.4% | +3.2% | +6.2% | +5.2% |
| 6M | 0.0% | +12.5% | -12.4% | -13.2% |
| YTD | +17.0% | +14.1% | +2.9% | -0.2% |
| 1Y | +12.1% | +18.9% | -6.8% | -9.0% |
| 3Y | +4.0% | +74.1% | -70.1% | -46.5% |
| 5Y | +9.9% | +66.9% | -56.9% | -40.1% |
| All | +217.7% | +229.8% | -12.1% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling