+297.5%
VST vs AGG
+14.4%
+283.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -17.1% | +2.1% | -19.2% | -17.8% |
| 3M | -4.6% | -0.3% | -4.2% | -4.3% |
| 6M | -9.1% | -0.9% | -8.1% | -8.7% |
| YTD | -16.6% | -0.3% | -16.3% | -16.1% |
| 1Y | -29.5% | 0.0% | -29.5% | -29.0% |
| 3Y | +297.5% | +15.3% | +282.3% | +275.2% |
| All | +297.5% | +14.4% | +283.1% | +275.2% |
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