+13.8%
VRT vs AG
+29.4%
-15.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +9.1% | -22.0% | -15.3% |
| 7D | -15.4% | -2.6% | -12.8% | -15.0% |
| 30D | -19.0% | -12.1% | -6.8% | -16.2% |
| 3M | -23.8% | -6.6% | -17.2% | -23.1% |
| 6M | -37.9% | -20.5% | -17.4% | -35.2% |
| YTD | +27.0% | -7.4% | +34.4% | +27.0% |
| 1Y | +13.8% | +33.4% | -19.6% | +3.9% |
| All | +13.8% | +29.4% | -15.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling