+1,164.0%
AGYS vs VT
+215.5%
+948.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +4.6% | -2.3% | +6.9% | +7.1% |
| 30D | +18.8% | -5.0% | +23.8% | +25.0% |
| 3M | +12.6% | -4.9% | +17.4% | +18.3% |
| 6M | +76.6% | -1.5% | +78.2% | +77.2% |
| YTD | +1.9% | +8.5% | -6.6% | -8.8% |
| 1Y | -4.0% | +11.4% | -15.4% | -16.6% |
| 3Y | +37.4% | +70.1% | -32.7% | -24.0% |
| 5Y | +143.1% | +53.7% | +89.3% | +51.4% |
| All | +1,164.0% | +215.5% | +948.5% | +322.4% |
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