+223.0%
VT vs AG
+65.2%
+157.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +1.0% | +19.2% | -18.2% | -0.7% |
| 3M | +2.4% | +6.2% | -3.8% | +1.4% |
| 6M | +12.0% | -26.7% | +38.7% | +13.9% |
| YTD | +15.3% | +26.1% | -10.8% | +11.5% |
| 1Y | +22.6% | +131.7% | -109.1% | +11.9% |
| 3Y | +74.7% | +255.3% | -180.7% | +49.8% |
| 5Y | +66.1% | +61.9% | +4.2% | +47.9% |
| All | +223.0% | +65.2% | +157.8% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling