+53.3%
AGNC vs ESTC
+19.1%
+34.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -9.2% | +4.5% | -3.6% |
| 30D | -5.7% | +8.1% | -13.7% | -6.9% |
| 3M | +1.9% | +38.5% | -36.6% | -2.5% |
| 6M | +1.8% | +57.8% | -56.0% | -4.6% |
| YTD | +3.4% | +10.5% | -7.1% | +0.7% |
| 1Y | +13.6% | -6.4% | +20.0% | +12.5% |
| 3Y | +60.4% | +4.7% | +55.7% | +50.5% |
| 5Y | +27.0% | -47.8% | +74.7% | +22.7% |
| All | +53.3% | +19.1% | +34.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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