-96.0%
AGEN vs VT
+374.2%
-470.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.6% | +0.4% | +7.1% | +7.0% |
| 30D | +5.9% | +1.0% | +4.9% | +4.8% |
| 3M | +142.4% | +2.4% | +140.0% | +135.2% |
| 6M | +157.5% | +12.0% | +145.5% | +128.0% |
| YTD | +162.4% | +15.3% | +147.1% | +125.1% |
| 1Y | +92.1% | +22.6% | +69.5% | +54.6% |
| 3Y | -70.4% | +74.7% | -145.0% | -82.8% |
| 5Y | -93.1% | +66.1% | -159.2% | -95.6% |
| 10Y | -93.2% | +225.0% | -318.2% | -97.7% |
| All | -96.0% | +374.2% | -470.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling