-24.8%
AGNT vs VT
+158.6%
-183.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -5.0% | +0.4% | -5.4% | -5.6% |
| 30D | +0.6% | +1.0% | -0.3% | -0.8% |
| 3M | -14.7% | +2.4% | -17.1% | -18.3% |
| 6M | -39.4% | +12.0% | -51.4% | -49.6% |
| YTD | -54.2% | +15.3% | -69.5% | -63.8% |
| 1Y | -61.8% | +22.6% | -84.4% | -72.7% |
| 3Y | -77.4% | +74.7% | -152.0% | -90.7% |
| 5Y | -91.0% | +66.1% | -157.2% | -95.7% |
| All | -24.8% | +158.6% | -183.4% | -78.3% |
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