+37.2%
AGZD vs VT
+258.4%
-221.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | +0.4% | -2.5% | +2.9% | +0.4% |
| 3M | +1.1% | -3.3% | +4.4% | +1.1% |
| 6M | +2.1% | +1.5% | +0.5% | +2.0% |
| YTD | +3.8% | +11.4% | -7.5% | +3.6% |
| 1Y | +4.4% | +11.9% | -7.5% | +4.2% |
| 3Y | +17.3% | +73.9% | -56.6% | +16.1% |
| 5Y | +25.1% | +57.9% | -32.8% | +23.9% |
| 10Y | +38.0% | +222.6% | -184.6% | +34.9% |
| All | +37.2% | +258.4% | -221.2% | +33.9% |
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