+2,723.0%
VRT vs AG
+225.4%
+2,497.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +4.7% |
| 7D | +9.1% | +1.0% | +8.1% | +8.9% |
| 30D | +0.9% | +19.2% | -18.2% | -2.5% |
| 3M | -13.4% | +6.2% | -19.5% | -14.9% |
| 6M | +11.7% | -26.7% | +38.4% | +16.2% |
| YTD | +73.2% | +26.1% | +47.1% | +63.2% |
| 1Y | +123.4% | +131.7% | -8.2% | +89.2% |
| 3Y | +606.2% | +255.3% | +350.8% | +435.2% |
| 5Y | +899.9% | +61.9% | +838.0% | +714.0% |
| All | +2,723.0% | +225.4% | +2,497.7% | +1,929.1% |
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