+1,628.0%
VTR vs AGI
+5,453.2%
-3,825.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | -2.8% | +11.3% | -14.1% | -3.3% |
| 3M | +9.0% | +5.6% | +3.4% | +8.5% |
| 6M | +5.0% | -27.7% | +32.6% | +6.2% |
| YTD | +16.9% | -4.1% | +21.0% | +16.5% |
| 1Y | +34.3% | +13.8% | +20.5% | +32.4% |
| 3Y | +131.6% | +217.0% | -85.5% | +116.6% |
| 5Y | +88.0% | +404.3% | -316.3% | +71.6% |
| 10Y | +97.8% | +400.5% | -302.7% | +76.2% |
| All | +1,628.0% | +5,453.2% | -3,825.2% | +1,275.2% |
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