+1,917.9%
VRT vs AG
+146.2%
+1,771.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +4.9% | +8.8% |
| 7D | -10.6% | +10.8% | -21.4% | -12.4% |
| 30D | -17.4% | -8.2% | -9.3% | -16.2% |
| 3M | -26.4% | -13.7% | -12.7% | -24.8% |
| 6M | -41.0% | -27.3% | -13.7% | -38.2% |
| YTD | +23.8% | -4.6% | +28.4% | +22.4% |
| 1Y | +11.6% | +39.4% | -27.7% | +3.5% |
| 3Y | +403.5% | +244.1% | +159.4% | +288.4% |
| 5Y | +647.0% | +16.8% | +630.3% | +542.1% |
| All | +1,917.9% | +146.2% | +1,771.6% | +1,421.9% |
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 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