+65.6%
AGG vs VT
+346.0%
-280.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | +2.4% | -5.0% | +7.3% | +2.4% |
| 3M | -0.2% | -4.9% | +4.7% | -0.1% |
| 6M | -1.0% | -1.5% | +0.6% | -1.0% |
| YTD | -0.4% | +8.5% | -8.8% | -0.5% |
| 1Y | -0.1% | +11.4% | -11.4% | -0.2% |
| 3Y | +15.3% | +70.1% | -54.8% | +14.7% |
| 5Y | -1.3% | +53.7% | -55.0% | -1.9% |
| 10Y | +15.4% | +220.0% | -204.6% | +15.3% |
| All | +65.6% | +346.0% | -280.4% | +60.4% |
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