-47.2%
AGNT vs VT
+148.9%
-196.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +6.1% |
| 7D | -8.7% | +2.4% | -11.1% | -11.9% |
| 30D | -24.1% | -1.5% | -22.6% | -22.1% |
| 3M | -36.4% | -4.1% | -32.3% | -31.9% |
| 6M | -42.4% | +0.6% | -42.9% | -43.1% |
| YTD | -67.8% | +11.0% | -78.9% | -73.0% |
| 1Y | -73.2% | +13.3% | -86.5% | -78.2% |
| 3Y | -73.8% | +73.4% | -147.1% | -89.2% |
| 5Y | -93.2% | +57.4% | -150.6% | -96.5% |
| All | -47.2% | +148.9% | -196.1% | -83.8% |
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