+573.1%
VRT vs AGG
+13.3%
+559.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -2.7% | -0.2% | -2.4% | -2.7% |
| 3M | -9.2% | -0.7% | -8.5% | -9.3% |
| 6M | -0.5% | -1.8% | +1.3% | -1.1% |
| YTD | +62.3% | -0.6% | +62.9% | +62.2% |
| 1Y | +109.6% | +0.4% | +109.2% | +110.1% |
| All | +573.1% | +13.3% | +559.8% | +564.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling