+10.7%
AGCO vs VT
+63.7%
-53.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -2.9% |
| 7D | -3.1% | -2.0% | -1.1% | -0.8% |
| 30D | +20.6% | -1.4% | +22.0% | +22.5% |
| 3M | +12.5% | +4.7% | +7.8% | +6.4% |
| 6M | +0.4% | +11.4% | -10.9% | -11.6% |
| YTD | +17.8% | +13.1% | +4.7% | +1.9% |
| 1Y | +14.7% | +19.0% | -4.3% | -6.7% |
| 3Y | +4.1% | +73.9% | -69.8% | -46.1% |
| 5Y | +10.7% | +65.4% | -54.7% | -39.6% |
| All | +10.7% | +63.7% | -53.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling