+37.5%
AGZD vs VT
+260.6%
-223.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +0.7% | -1.7% | +2.5% | +0.7% |
| 3M | +1.3% | -2.3% | +3.6% | +1.4% |
| 6M | +2.2% | +1.5% | +0.7% | +2.2% |
| YTD | +4.1% | +12.0% | -8.0% | +3.8% |
| 1Y | +5.0% | +12.9% | -7.8% | +4.8% |
| 3Y | +17.6% | +74.9% | -57.4% | +16.4% |
| 5Y | +25.3% | +59.9% | -34.7% | +24.0% |
| 10Y | +38.3% | +224.6% | -186.3% | +35.2% |
| All | +37.5% | +260.6% | -223.1% | +34.2% |
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