+2,826.7%
VRT vs AGG
+16.3%
+2,810.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +13.6% | +0.1% | +13.5% | +13.4% |
| 30D | +6.8% | -0.4% | +7.1% | +7.2% |
| 3M | -3.2% | -0.3% | -2.9% | -2.9% |
| 6M | +20.3% | -1.2% | +21.6% | +22.4% |
| YTD | +79.6% | -0.4% | +79.9% | +80.6% |
| 1Y | +139.0% | +0.4% | +138.6% | +138.0% |
| 3Y | +644.6% | +13.4% | +631.2% | +508.7% |
| 5Y | +1,024.4% | -1.4% | +1,025.8% | +1,149.2% |
| All | +2,826.7% | +16.3% | +2,810.4% | +2,774.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling