+51.9%
AGNC vs BURL
+254.9%
-203.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -1.0% | -4.4% | +3.4% | -0.2% |
| 3M | -19.2% | -28.6% | +9.4% | -14.4% |
| 6M | -15.7% | -12.3% | -3.4% | -14.4% |
| YTD | -11.3% | -11.3% | 0.0% | -10.2% |
| 1Y | -5.6% | -10.4% | +4.8% | -5.0% |
| 3Y | +56.2% | +96.1% | -39.9% | +32.0% |
| 5Y | +7.4% | -5.0% | +12.4% | -0.2% |
| 10Y | +51.9% | +251.8% | -199.9% | +27.1% |
| All | +51.9% | +254.9% | -203.0% | +27.1% |
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