+10.4%
AGQ vs VT
+215.5%
-205.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.5% |
| 7D | +10.3% | -2.3% | +12.6% | +13.5% |
| 30D | -25.9% | -5.0% | -20.9% | -20.6% |
| 3M | -33.4% | -4.9% | -28.5% | -28.2% |
| 6M | -60.8% | -1.5% | -59.3% | -58.5% |
| YTD | -68.9% | +8.5% | -77.4% | -68.9% |
| 1Y | -38.0% | +11.4% | -49.3% | -39.3% |
| 3Y | +84.9% | +70.1% | +14.9% | +24.6% |
| 5Y | +27.0% | +53.7% | -26.8% | -7.8% |
| All | +10.4% | +215.5% | -205.1% | -60.6% |
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