+5.8%
AGIO vs VT
+290.5%
-284.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.7% | +0.4% | -1.1% | -1.3% |
| 30D | +4.4% | +1.0% | +3.4% | +2.9% |
| 3M | +15.0% | +2.4% | +12.6% | +10.2% |
| 6M | +17.4% | +12.0% | +5.4% | -0.5% |
| YTD | +21.6% | +15.3% | +6.3% | -1.1% |
| 1Y | -8.4% | +22.6% | -31.0% | -31.4% |
| 3Y | +17.5% | +74.7% | -57.2% | -45.1% |
| 5Y | -28.7% | +66.1% | -94.9% | -63.6% |
| 10Y | -8.9% | +225.0% | -233.9% | -83.3% |
| All | +5.8% | +290.5% | -284.7% | -87.2% |
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 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