+34.8%
AGNC vs BURL
-13.9%
+48.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.9% |
| 7D | +0.8% | -2.6% | +3.3% | +1.2% |
| 30D | -0.4% | -30.8% | +30.4% | +6.2% |
| 3M | +9.2% | -18.7% | +27.8% | +12.9% |
| 6M | +7.4% | -16.4% | +23.8% | +10.3% |
| YTD | +8.8% | -11.6% | +20.4% | +10.4% |
| 1Y | +18.3% | -12.0% | +30.3% | +19.4% |
| 3Y | +71.2% | +63.6% | +7.6% | +49.7% |
| 5Y | +34.8% | -12.6% | +47.4% | +23.6% |
| All | +34.8% | -13.9% | +48.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling