+19.2%
AGZ vs VT
+215.5%
-196.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -2.3% | +2.4% | 0.0% |
| 30D | +1.4% | -5.0% | +6.3% | +1.3% |
| 3M | -0.2% | -4.9% | +4.7% | -0.2% |
| 6M | -0.2% | -1.5% | +1.3% | -0.2% |
| YTD | +0.3% | +8.5% | -8.2% | +0.4% |
| 1Y | +0.7% | +11.4% | -10.6% | +0.9% |
| 3Y | +12.9% | +70.1% | -57.2% | +13.9% |
| 5Y | +5.6% | +53.7% | -48.2% | +6.0% |
| All | +19.2% | +215.5% | -196.3% | +22.8% |
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