+611.0%
VRT vs AG
+274.2%
+336.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +4.8% |
| 7D | +9.1% | +1.0% | +8.1% | +8.8% |
| 30D | +0.9% | +19.2% | -18.2% | -3.4% |
| 3M | -13.4% | +6.2% | -19.5% | -15.3% |
| 6M | +11.7% | -26.7% | +38.4% | +16.7% |
| YTD | +73.2% | +26.1% | +47.1% | +61.0% |
| 1Y | +123.4% | +131.7% | -8.2% | +83.3% |
| All | +611.0% | +274.2% | +336.8% | +425.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling