+879.8%
AGYS vs VT
+374.2%
+505.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.5% | +0.4% | -6.0% | -6.0% |
| 30D | +0.6% | +1.0% | -0.4% | -0.6% |
| 3M | +24.5% | +2.4% | +22.2% | +19.8% |
| 6M | +39.2% | +12.0% | +27.2% | +17.8% |
| YTD | -6.3% | +15.3% | -21.6% | -23.9% |
| 1Y | +2.9% | +22.6% | -19.7% | -22.9% |
| 3Y | +56.7% | +74.7% | -18.0% | -25.4% |
| 5Y | +99.5% | +66.1% | +33.3% | +0.2% |
| 10Y | +863.3% | +225.0% | +638.3% | +94.0% |
| All | +879.8% | +374.2% | +505.6% | +13.6% |
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 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