+367.1%
VT vs AG
+252.5%
+114.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.1% | -7.4% | +0.8% |
| 7D | -0.3% | -2.6% | +2.3% | -0.1% |
| 30D | -1.4% | -12.1% | +10.7% | -0.3% |
| 3M | -1.4% | -6.6% | +5.2% | -1.1% |
| 6M | +5.5% | -20.5% | +25.9% | +6.9% |
| YTD | +12.8% | -7.4% | +20.3% | +11.4% |
| 1Y | +15.4% | +33.4% | -18.0% | +9.4% |
| 3Y | +76.9% | +219.9% | -143.1% | +48.0% |
| 5Y | +60.4% | +23.1% | +37.3% | +43.6% |
| 10Y | +232.8% | +85.5% | +147.3% | +160.0% |
| All | +367.1% | +252.5% | +114.5% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling