+2,397.0%
VRT vs AGI
+602.1%
+1,794.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.2% |
| 7D | -7.7% | -5.3% | -2.4% | -7.1% |
| 30D | -12.0% | +6.8% | -18.7% | -12.8% |
| 3M | -11.7% | +8.3% | -20.0% | -13.0% |
| 6M | -8.1% | -29.2% | +21.2% | -4.9% |
| YTD | +53.2% | -7.3% | +60.5% | +53.5% |
| 1Y | +81.7% | +8.0% | +73.6% | +78.9% |
| 3Y | +535.3% | +206.6% | +328.7% | +462.3% |
| 5Y | +916.4% | +398.1% | +518.2% | +753.8% |
| All | +2,397.0% | +602.1% | +1,794.9% | +2,041.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling