+1,934.0%
VRT vs AG
+111.8%
+1,822.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.2% |
| 7D | +10.5% | -10.0% | +20.5% | +12.6% |
| 30D | -9.3% | -10.5% | +1.2% | -7.6% |
| 3M | -29.6% | -27.3% | -2.3% | -25.8% |
| 6M | -45.4% | -43.0% | -2.4% | -40.3% |
| YTD | +24.8% | -17.9% | +42.7% | +26.8% |
| 1Y | +23.6% | +11.9% | +11.7% | +19.1% |
| 3Y | +379.7% | +201.8% | +177.9% | +279.1% |
| 5Y | +660.3% | -0.1% | +660.4% | +571.8% |
| All | +1,934.0% | +111.8% | +1,822.2% | +1,476.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling