-9.6%
AGIO vs VT
+266.5%
-276.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.8% | -4.6% |
| 7D | -24.1% | -4.2% | -19.9% | -19.1% |
| 30D | -10.9% | -5.8% | -5.1% | -2.9% |
| 3M | -10.9% | -5.2% | -5.6% | -3.8% |
| 6M | +3.9% | +0.1% | +3.8% | +2.9% |
| YTD | +3.9% | +8.2% | -4.4% | -7.6% |
| 1Y | -30.2% | +10.1% | -40.3% | -39.4% |
| 3Y | +25.7% | +69.7% | -44.0% | -38.7% |
| 5Y | -38.1% | +53.4% | -91.5% | -64.7% |
| 10Y | -42.8% | +219.2% | -262.1% | -89.5% |
| All | -9.6% | +266.5% | -276.1% | -88.0% |
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