-94.2%
AGEN vs VT
+221.4%
-315.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.1% |
| 7D | -7.0% | +1.0% | -8.0% | -8.2% |
| 30D | +6.8% | -0.2% | +7.0% | +7.3% |
| 3M | +136.6% | +4.5% | +132.1% | +121.0% |
| 6M | +151.0% | +14.1% | +137.0% | +109.1% |
| YTD | +136.6% | +14.8% | +121.9% | +95.8% |
| 1Y | +74.4% | +21.2% | +53.2% | +34.3% |
| 3Y | -69.8% | +76.6% | -146.4% | -85.0% |
| 5Y | -94.0% | +66.6% | -160.6% | -96.7% |
| 10Y | -94.2% | +222.3% | -316.4% | -98.6% |
| All | -94.2% | +221.4% | -315.6% | -98.6% |
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 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