+359.1%
VST vs AGG
+13.2%
+345.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +9.9% | +0.1% | +9.7% | +9.8% |
| 30D | +7.9% | -0.4% | +8.3% | +8.1% |
| 3M | +3.4% | -0.3% | +3.7% | +3.6% |
| 6M | -4.1% | -1.2% | -2.9% | -3.7% |
| YTD | -5.7% | -0.4% | -5.3% | -5.3% |
| 1Y | -18.9% | +0.4% | -19.3% | -18.5% |
| 3Y | +359.1% | +13.4% | +345.6% | +319.2% |
| All | +359.1% | +13.2% | +345.8% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling