+36.8%
AGZD vs VT
+222.7%
-185.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +0.6% | +4.0% | -3.4% | +0.5% |
| 6M | +2.0% | +12.3% | -10.3% | +1.8% |
| YTD | +2.9% | +14.0% | -11.1% | +2.7% |
| 1Y | +4.8% | +20.3% | -15.5% | +4.5% |
| 3Y | +17.3% | +75.4% | -58.1% | +16.3% |
| 5Y | +24.4% | +66.0% | -41.5% | +23.4% |
| 10Y | +36.8% | +228.2% | -191.4% | +34.7% |
| All | +36.8% | +222.7% | -185.8% | +34.7% |
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