+2,826.7%
VRT vs AG
+222.0%
+2,604.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +13.6% | +4.5% | +9.1% | +12.7% |
| 30D | +6.8% | +12.9% | -6.1% | +4.2% |
| 3M | -3.2% | +20.9% | -24.2% | -7.0% |
| 6M | +20.3% | -19.5% | +39.9% | +23.4% |
| YTD | +79.6% | +24.8% | +54.8% | +69.5% |
| 1Y | +139.0% | +120.2% | +18.8% | +104.1% |
| 3Y | +644.6% | +279.0% | +365.6% | +459.1% |
| 5Y | +1,024.4% | +67.9% | +956.4% | +812.4% |
| All | +2,826.7% | +222.0% | +2,604.7% | +2,007.5% |
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