+189.3%
AGNG vs VT
+238.9%
-49.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | +12.0% | -1.7% | +13.8% | +13.3% |
| 3M | +6.8% | -2.3% | +9.1% | +8.4% |
| 6M | +17.8% | +1.5% | +16.3% | +15.8% |
| YTD | +14.2% | +12.0% | +2.1% | +4.3% |
| 1Y | +17.2% | +12.9% | +4.3% | +6.5% |
| 3Y | +64.9% | +74.9% | -10.1% | +7.5% |
| 5Y | +43.0% | +59.9% | -17.0% | -1.0% |
| 10Y | +198.7% | +224.6% | -25.9% | +39.9% |
| All | +189.3% | +238.9% | -49.6% | +35.3% |
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