+1,740.6%
VRT vs AG
+135.2%
+1,605.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | -21.4% | +6.3% | -27.7% | -22.4% |
| 30D | -25.8% | -8.9% | -16.9% | -24.7% |
| 3M | -33.5% | -12.2% | -21.3% | -32.3% |
| 6M | -49.0% | -28.3% | -20.7% | -46.5% |
| YTD | +12.9% | -8.8% | +21.8% | +12.6% |
| 1Y | 0.0% | +39.4% | -39.3% | -7.2% |
| 3Y | +361.8% | +229.4% | +132.4% | +258.9% |
| 5Y | +565.1% | +14.5% | +550.6% | +474.6% |
| All | +1,740.6% | +135.2% | +1,605.4% | +1,299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling