-93.1%
AGEN vs VT
+217.6%
-310.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | +5.2% | -0.1% | +5.4% | +5.6% |
| 30D | -8.5% | -3.1% | -5.4% | -4.0% |
| 3M | +0.3% | -3.5% | +3.8% | +5.9% |
| 6M | +83.8% | +0.5% | +83.3% | +82.2% |
| YTD | +123.6% | +10.8% | +112.8% | +95.2% |
| 1Y | +66.7% | +11.9% | +54.8% | +43.6% |
| 3Y | -46.0% | +73.0% | -119.0% | -72.0% |
| 5Y | -91.7% | +58.6% | -150.4% | -95.1% |
| 10Y | -93.1% | +219.2% | -312.3% | -98.2% |
| All | -93.1% | +217.6% | -310.7% | -98.2% |
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