-28.5%
VST vs AGI
+1.7%
-30.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.9% |
| 7D | -0.5% | +17.4% | -17.9% | -3.0% |
| 30D | -17.1% | -0.9% | -16.1% | -16.4% |
| 3M | -4.6% | -1.6% | -3.0% | -4.0% |
| 6M | -9.1% | -24.7% | +15.6% | -5.0% |
| YTD | -16.6% | -15.3% | -1.4% | -17.1% |
| All | -28.5% | +1.7% | -30.1% | -35.7% |
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 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