+221.8%
VT vs AGI
+389.5%
-167.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +2.4% | -10.1% | +12.5% | +3.2% |
| 30D | -1.5% | -6.5% | +5.0% | -1.1% |
| 3M | -4.1% | -12.8% | +8.7% | -3.3% |
| 6M | +0.6% | -34.3% | +34.9% | +3.2% |
| YTD | +11.0% | -25.6% | +36.6% | +12.5% |
| 1Y | +13.3% | -14.2% | +27.6% | +13.7% |
| 3Y | +73.4% | +127.3% | -53.9% | +62.1% |
| 5Y | +57.4% | +241.8% | -184.3% | +42.8% |
| All | +221.8% | +389.5% | -167.7% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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