+13.6%
AGNC vs ETR
+21.8%
-8.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -1.8% | -2.9% | -4.2% |
| 30D | -5.7% | -1.8% | -3.9% | -5.3% |
| 3M | +1.9% | -3.6% | +5.4% | +2.7% |
| 6M | +1.8% | +2.6% | -0.8% | +0.9% |
| YTD | +3.4% | +16.0% | -12.6% | -1.0% |
| 1Y | +13.6% | +20.1% | -6.5% | +9.4% |
| All | +13.6% | +21.8% | -8.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling