+244.1%
AGI vs VO
+36.2%
+207.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.1% | +3.1% | -13.2% | -12.0% |
| 30D | -6.5% | +2.2% | -8.7% | -8.1% |
| 3M | -12.8% | -2.5% | -10.3% | -11.2% |
| 6M | -34.3% | +7.0% | -41.3% | -37.0% |
| YTD | -25.6% | +14.0% | -39.6% | -31.2% |
| 1Y | -14.2% | +15.6% | -29.9% | -21.2% |
| 3Y | +127.3% | +66.2% | +61.1% | +65.5% |
| All | +244.1% | +36.2% | +207.9% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling