+953.6%
VRT vs AGI
+392.7%
+561.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.9% |
| 7D | +2.4% | +2.2% | +0.2% | +1.9% |
| 30D | -2.7% | +11.3% | -13.9% | -5.2% |
| 3M | -9.2% | +5.6% | -14.8% | -11.2% |
| 6M | -0.5% | -27.7% | +27.2% | +5.2% |
| YTD | +62.3% | -4.1% | +66.4% | +61.1% |
| 1Y | +109.6% | +13.8% | +95.8% | +100.5% |
| 3Y | +573.1% | +217.0% | +356.0% | +412.7% |
| 5Y | +953.6% | +404.3% | +549.3% | +603.7% |
| All | +953.6% | +392.7% | +561.0% | +603.7% |
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