+348.0%
VT vs AGI
+460.8%
-112.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.4% |
| 7D | -4.2% | +7.8% | -12.0% | -4.8% |
| 30D | -5.8% | -5.0% | -0.8% | -5.5% |
| 3M | -5.2% | -0.5% | -4.7% | -5.4% |
| 6M | +0.1% | -19.9% | +20.0% | +1.4% |
| YTD | +8.2% | -19.2% | +27.4% | +9.0% |
| 1Y | +10.1% | +0.6% | +9.5% | +9.0% |
| 3Y | +69.7% | +134.4% | -64.7% | +56.0% |
| 5Y | +53.4% | +305.4% | -252.0% | +34.3% |
| 10Y | +219.2% | +328.2% | -108.9% | +167.1% |
| All | +348.0% | +460.8% | -112.8% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling