+2,486.9%
VRT vs AGG
+15.2%
+2,471.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -8.4% | -1.1% | -7.3% | -7.1% |
| 30D | -10.9% | -1.1% | -9.7% | -9.5% |
| 3M | -13.7% | -1.9% | -11.8% | -11.5% |
| 6M | -4.1% | -1.7% | -2.4% | -1.8% |
| YTD | +58.7% | -1.3% | +60.0% | +61.6% |
| 1Y | +89.6% | -0.7% | +90.4% | +91.6% |
| 3Y | +558.1% | +12.5% | +545.7% | +443.8% |
| 5Y | +953.0% | -2.5% | +955.4% | +1,088.5% |
| All | +2,486.9% | +15.2% | +2,471.7% | +2,473.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling