+13.8%
VRT vs AGI
-1.1%
+14.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.8% | -23.7% | -15.5% |
| 7D | -15.4% | -5.3% | -10.1% | -14.2% |
| 30D | -19.0% | -7.1% | -11.8% | -17.2% |
| 3M | -23.8% | +4.4% | -28.3% | -25.3% |
| 6M | -37.9% | -23.0% | -14.8% | -34.1% |
| YTD | +27.0% | -22.0% | +49.0% | +30.4% |
| 1Y | +13.8% | +0.3% | +13.5% | -4.0% |
| All | +13.8% | -1.1% | +14.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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