+654.4%
VRT vs AGI
+243.7%
+410.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +10.5% | -10.1% | +20.6% | +13.0% |
| 30D | -9.3% | -6.5% | -2.8% | -8.5% |
| 3M | -29.6% | -12.8% | -16.8% | -28.0% |
| 6M | -45.4% | -34.3% | -11.1% | -40.8% |
| YTD | +24.8% | -25.6% | +50.4% | +30.4% |
| 1Y | +23.6% | -14.2% | +37.8% | +25.2% |
| 3Y | +379.7% | +127.3% | +252.4% | +281.6% |
| All | +654.4% | +243.7% | +410.7% | +477.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling