+64.1%
AGIX vs VT
+39.4%
+24.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -17.3% | -2.6% | -14.7% | -13.3% |
| 3M | -11.6% | -3.2% | -8.4% | -6.1% |
| 6M | -7.8% | +0.9% | -8.8% | -7.7% |
| YTD | +10.4% | +11.3% | -0.9% | -4.7% |
| 1Y | +9.1% | +14.0% | -4.9% | -9.1% |
| All | +64.1% | +39.4% | +24.7% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling