+81.3%
AGNC vs BURL
+192.8%
-111.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -4.4% | -7.9% | +3.5% | -3.0% |
| 30D | -5.4% | -33.7% | +28.3% | +1.8% |
| 3M | +3.5% | -27.2% | +30.7% | +9.3% |
| 6M | +1.7% | -22.1% | +23.8% | +5.8% |
| YTD | +3.9% | -17.6% | +21.4% | +6.7% |
| 1Y | +13.8% | -14.9% | +28.7% | +15.6% |
| 3Y | +63.3% | +52.5% | +10.8% | +44.7% |
| 5Y | +27.5% | -17.1% | +44.6% | +21.5% |
| All | +81.3% | +192.8% | -111.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling