+83.9%
VUG vs AGI
+203.7%
-119.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.3% |
| 30D | -1.6% | +6.6% | -8.2% | -2.4% |
| 3M | +4.4% | +8.2% | -3.8% | +3.1% |
| 6M | +13.2% | -29.3% | +42.5% | +16.4% |
| YTD | +7.5% | -7.4% | +14.8% | +7.3% |
| 1Y | +12.5% | +7.9% | +4.6% | +10.0% |
| All | +83.9% | +203.7% | -119.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling