+244.1%
AGI vs VT
+57.0%
+187.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -10.1% | +2.4% | -12.5% | -12.0% |
| 30D | -6.5% | -1.5% | -5.0% | -5.2% |
| 3M | -12.8% | -4.1% | -8.7% | -9.1% |
| 6M | -34.3% | +0.6% | -34.9% | -34.0% |
| YTD | -25.6% | +11.0% | -36.6% | -30.7% |
| 1Y | -14.2% | +13.3% | -27.6% | -21.3% |
| 3Y | +127.3% | +73.4% | +53.9% | +49.0% |
| All | +244.1% | +57.0% | +187.1% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling