+628.3%
AGNC vs EFV
+143.9%
+484.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | -5.7% | +0.6% | -6.3% | -6.0% |
| 3M | +1.9% | +7.5% | -5.7% | -2.1% |
| 6M | +1.8% | +13.0% | -11.2% | -4.7% |
| YTD | +3.4% | +18.3% | -14.9% | -5.6% |
| 1Y | +13.6% | +26.7% | -13.1% | -0.1% |
| 3Y | +60.4% | +89.6% | -29.2% | +13.8% |
| 5Y | +27.0% | +98.2% | -71.2% | -11.9% |
| 10Y | +83.1% | +167.4% | -84.3% | +9.0% |
| All | +628.3% | +143.9% | +484.4% | +402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling