+123.4%
VRT vs AGG
+1.5%
+121.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | -0.2% | +9.3% | +9.3% |
| 30D | +0.9% | -0.4% | +1.3% | +1.4% |
| 3M | -13.4% | -0.7% | -12.7% | -12.9% |
| 6M | +11.7% | -1.5% | +13.2% | +10.1% |
| YTD | +73.2% | -0.3% | +73.5% | +74.2% |
| 1Y | +123.4% | +1.3% | +122.1% | +131.5% |
| All | +123.4% | +1.5% | +121.9% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling