-24.7%
VST vs AGI
-8.5%
-16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.2% |
| 7D | +10.9% | 0.0% | +10.9% | +11.0% |
| 30D | -15.6% | -7.6% | -8.0% | -14.0% |
| 3M | -7.8% | -10.2% | +2.5% | -5.8% |
| 6M | -12.0% | -31.5% | +19.5% | -6.6% |
| YTD | -16.9% | -22.0% | +5.1% | -16.3% |
| All | -24.7% | -8.5% | -16.2% | -31.0% |
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