+58.6%
VT vs AG
+5.9%
+52.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.2% |
| 7D | -0.1% | +6.0% | -6.1% | -0.8% |
| 30D | -3.1% | -13.5% | +10.5% | -1.7% |
| 3M | -3.5% | -20.7% | +17.2% | -1.5% |
| 6M | +0.5% | -31.5% | +32.0% | +3.5% |
| YTD | +10.8% | -10.1% | +20.9% | +9.6% |
| 1Y | +11.9% | +26.0% | -14.1% | +6.5% |
| 3Y | +73.0% | +228.9% | -155.9% | +41.1% |
| 5Y | +58.6% | +8.7% | +49.9% | +50.9% |
| All | +58.6% | +5.9% | +52.7% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling