+98.3%
AGG vs VFC
+171.5%
-73.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -0.2% | -1.6% | +1.5% | -0.2% |
| 30D | -0.4% | -11.6% | +11.2% | -0.4% |
| 3M | -0.7% | -18.1% | +17.4% | -0.7% |
| 6M | -1.5% | -27.4% | +25.8% | -1.6% |
| YTD | -0.3% | -24.8% | +24.6% | -0.3% |
| 1Y | +1.3% | -8.2% | +9.5% | +1.4% |
| 3Y | +13.2% | -29.1% | +42.3% | +13.3% |
| 5Y | -1.4% | -79.2% | +77.7% | -3.2% |
| 10Y | +14.9% | -68.1% | +83.0% | +14.8% |
| All | +98.3% | +171.5% | -73.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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