+473.7%
VTV vs AG
+445.6%
+28.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +1.1% | +19.2% | -18.1% | -0.4% |
| 3M | +5.9% | +6.2% | -0.3% | +4.9% |
| 6M | +11.6% | -26.7% | +38.3% | +13.3% |
| YTD | +19.8% | +26.1% | -6.3% | +16.0% |
| 1Y | +26.2% | +131.7% | -105.4% | +15.9% |
| 3Y | +68.5% | +255.3% | -186.9% | +45.6% |
| 5Y | +79.9% | +61.9% | +17.9% | +61.7% |
| 10Y | +229.7% | +72.0% | +157.7% | +174.7% |
| All | +473.7% | +445.6% | +28.1% | +209.8% |
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