+2,874.5%
V vs AGG
+63.2%
+2,811.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +15.5% | -0.3% | +15.8% | +15.5% |
| 6M | +16.6% | -1.2% | +17.8% | +16.5% |
| YTD | +5.7% | -0.4% | +6.1% | +5.7% |
| 1Y | +8.6% | +0.4% | +8.2% | +8.6% |
| 3Y | +52.5% | +13.4% | +39.1% | +54.3% |
| 5Y | +67.1% | -1.4% | +68.6% | +61.5% |
| 10Y | +376.8% | +14.8% | +362.0% | +395.0% |
| All | +2,874.5% | +63.2% | +2,811.4% | +3,455.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling