+66.6%
VT vs AG
+64.2%
+2.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.2% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +1.0% | +19.2% | -18.2% | -1.1% |
| 3M | +2.4% | +6.2% | -3.8% | +1.1% |
| 6M | +12.0% | -26.7% | +38.7% | +14.3% |
| YTD | +15.3% | +26.1% | -10.8% | +10.4% |
| 1Y | +22.6% | +131.7% | -109.1% | +8.8% |
| 3Y | +74.7% | +255.3% | -180.7% | +41.9% |
| All | +66.6% | +64.2% | +2.4% | +43.5% |
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