+69.6%
V vs AGG
-2.5%
+72.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | +1.2% | -1.0% | +2.2% | +1.6% |
| 3M | +13.9% | -1.3% | +15.2% | +14.5% |
| 6M | +17.2% | -2.1% | +19.3% | +18.3% |
| YTD | +5.3% | -1.2% | +6.6% | +5.8% |
| 1Y | +9.5% | -0.5% | +10.0% | +9.6% |
| 3Y | +51.9% | +12.4% | +39.5% | +44.3% |
| 5Y | +69.6% | -2.4% | +72.0% | +46.9% |
| All | +69.6% | -2.5% | +72.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling