+213.7%
VT vs AG
+89.9%
+123.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -2.3% | +6.3% | -8.6% | -2.8% |
| 30D | -5.0% | -8.9% | +4.0% | -4.3% |
| 3M | -4.9% | -12.2% | +7.3% | -4.1% |
| 6M | -1.5% | -28.3% | +26.8% | +0.5% |
| YTD | +8.5% | -8.8% | +17.3% | +7.6% |
| 1Y | +11.4% | +39.4% | -28.0% | +6.4% |
| 3Y | +70.1% | +229.4% | -159.3% | +47.2% |
| 5Y | +53.7% | +14.5% | +39.2% | +40.7% |
| All | +213.7% | +89.9% | +123.7% | +167.0% |
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