+953.3%
AGX vs VT
+221.4%
+731.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +5.0% |
| 7D | +7.9% | +1.0% | +6.9% | +6.9% |
| 30D | -26.9% | -0.2% | -26.6% | -26.7% |
| 3M | -29.5% | +4.5% | -34.0% | -31.7% |
| 6M | +5.6% | +14.1% | -8.4% | -5.6% |
| YTD | +39.8% | +14.8% | +25.0% | +24.4% |
| 1Y | +115.3% | +21.2% | +94.1% | +84.2% |
| 3Y | +922.7% | +76.6% | +846.1% | +552.5% |
| 5Y | +875.7% | +66.6% | +809.1% | +544.6% |
| 10Y | +953.3% | +222.3% | +731.1% | +250.5% |
| All | +953.3% | +221.4% | +731.9% | +250.5% |
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