+39.9%
VSH vs AGI
+243.7%
-203.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +14.3% | -10.1% | +24.5% | +16.2% |
| 30D | -7.9% | -6.5% | -1.3% | -7.0% |
| 3M | -19.9% | -12.8% | -7.0% | -18.3% |
| 6M | -30.5% | -34.3% | +3.8% | -26.7% |
| YTD | +85.7% | -25.6% | +111.3% | +91.3% |
| 1Y | +98.9% | -14.2% | +113.2% | +100.9% |
| 3Y | +32.1% | +127.3% | -95.2% | +11.3% |
| All | +39.9% | +243.7% | -203.9% | +10.4% |
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