+67.7%
V vs AGI
+392.7%
-324.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | +1.9% | +11.3% | -9.4% | +1.2% |
| 3M | +13.2% | +5.6% | +7.6% | +12.7% |
| 6M | +16.7% | -27.7% | +44.4% | +19.0% |
| YTD | +5.4% | -4.1% | +9.5% | +4.8% |
| 1Y | +7.7% | +13.8% | -6.1% | +5.2% |
| 3Y | +52.0% | +217.0% | -165.0% | +32.4% |
| 5Y | +67.7% | +404.3% | -336.6% | +39.8% |
| All | +67.7% | +392.7% | -324.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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