+147.6%
AGNG vs VT
+222.7%
-75.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -3.6% | -0.1% | -3.4% | -3.5% |
| 30D | -3.3% | -0.7% | -2.7% | -2.9% |
| 3M | +6.3% | +4.0% | +2.3% | +2.9% |
| 6M | +1.4% | +12.3% | -10.9% | -7.4% |
| YTD | +3.7% | +14.0% | -10.3% | -6.5% |
| 1Y | +10.2% | +20.3% | -10.1% | -4.6% |
| 3Y | +40.9% | +75.4% | -34.6% | -9.0% |
| 5Y | +26.3% | +66.0% | -39.6% | -15.4% |
| 10Y | +147.6% | +228.2% | -80.6% | +12.5% |
| All | +147.6% | +222.7% | -75.1% | +12.5% |
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