-18.9%
VST vs AGI
+11.7%
-30.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +9.9% | +4.4% | +5.5% | +8.8% |
| 30D | +7.9% | +10.0% | -2.0% | +5.4% |
| 3M | +3.4% | +1.7% | +1.7% | +2.1% |
| 6M | -4.1% | -26.8% | +22.7% | +0.3% |
| YTD | -5.7% | -5.3% | -0.4% | -8.8% |
| 1Y | -18.9% | +11.5% | -30.4% | -27.1% |
| All | -18.9% | +11.7% | -30.5% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling