+59.0%
AGQ vs VT
+221.4%
-162.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | +5.1% | +1.0% | +4.1% | +4.0% |
| 30D | +4.9% | -0.2% | +5.1% | +5.4% |
| 3M | -12.6% | +4.5% | -17.1% | -15.9% |
| 6M | -47.2% | +14.1% | -61.2% | -52.5% |
| YTD | -48.0% | +14.8% | -62.8% | -52.1% |
| 1Y | +31.5% | +21.2% | +10.3% | +15.8% |
| 3Y | +204.7% | +76.6% | +128.2% | +91.8% |
| 5Y | +113.0% | +66.6% | +46.4% | +39.7% |
| 10Y | +59.0% | +222.3% | -163.2% | -42.1% |
| All | +59.0% | +221.4% | -162.4% | -42.1% |
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