+60.4%
AGNC vs EFV
+90.2%
-29.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.3% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -5.7% | +0.6% | -6.3% | -6.2% |
| 3M | +1.9% | +7.5% | -5.7% | -4.1% |
| 6M | +1.8% | +13.0% | -11.2% | -8.2% |
| YTD | +3.4% | +18.3% | -14.9% | -10.3% |
| 1Y | +13.6% | +26.7% | -13.1% | -7.1% |
| 3Y | +60.4% | +89.6% | -29.2% | -15.9% |
| All | +60.4% | +90.2% | -29.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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