-92.6%
AGEN vs VT
+223.7%
-316.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.6% |
| 7D | +9.5% | +0.4% | +9.1% | +9.1% |
| 30D | -6.8% | -2.6% | -4.2% | -2.9% |
| 3M | +2.7% | -3.2% | +6.0% | +8.1% |
| 6M | +87.2% | +0.9% | +86.2% | +84.4% |
| YTD | +127.7% | +11.3% | +116.4% | +97.5% |
| 1Y | +79.6% | +14.0% | +65.6% | +50.8% |
| 3Y | -52.3% | +75.8% | -128.2% | -75.8% |
| 5Y | -91.8% | +57.8% | -149.6% | -95.1% |
| 10Y | -92.6% | +219.8% | -312.4% | -98.0% |
| All | -92.6% | +223.7% | -316.3% | -98.0% |
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