+80.6%
VTV vs AGI
+400.3%
-319.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | -1.0% | +7.2% | -8.3% | -1.7% |
| 3M | +4.6% | +4.3% | +0.4% | +4.0% |
| 6M | +13.5% | -27.1% | +40.6% | +15.9% |
| YTD | +18.5% | -6.6% | +25.1% | +17.9% |
| 1Y | +22.9% | +9.5% | +13.4% | +20.1% |
| 3Y | +67.8% | +208.4% | -140.6% | +44.4% |
| All | +80.6% | +400.3% | -319.6% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling