-23.4%
AGIO vs VOO
+81.6%
-104.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.8% |
| 7D | +1.5% | -0.4% | +1.8% | +1.8% |
| 30D | +6.3% | -1.4% | +7.6% | +7.9% |
| 3M | +23.1% | +3.7% | +19.3% | +16.7% |
| 6M | +21.4% | +13.0% | +8.3% | +3.1% |
| YTD | +27.2% | +12.4% | +14.8% | +8.6% |
| 1Y | -4.2% | +18.6% | -22.8% | -24.0% |
| 3Y | +32.6% | +78.1% | -45.4% | -38.0% |
| 5Y | -23.4% | +82.3% | -105.6% | -65.9% |
| All | -23.4% | +81.6% | -104.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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