+58.7%
AGNC vs ESTC
+23.7%
+35.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -1.2% | +13.4% | -14.7% | -3.1% |
| 3M | +5.4% | +41.3% | -36.0% | +0.6% |
| 6M | +6.7% | +62.6% | -55.9% | -0.3% |
| YTD | +7.1% | +14.8% | -7.7% | +3.9% |
| 1Y | +16.3% | -5.1% | +21.3% | +15.0% |
| 3Y | +68.5% | +11.2% | +57.3% | +57.0% |
| 5Y | +31.4% | -47.0% | +78.4% | +26.7% |
| All | +58.7% | +23.7% | +35.0% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling