+628.3%
AGNC vs ETR
+284.8%
+343.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -4.7% | -1.8% | -2.9% | -4.0% |
| 30D | -5.7% | -1.8% | -3.9% | -5.0% |
| 3M | +1.9% | -3.6% | +5.4% | +3.2% |
| 6M | +1.8% | +2.6% | -0.8% | +0.2% |
| YTD | +3.4% | +16.0% | -12.6% | -3.2% |
| 1Y | +13.6% | +20.1% | -6.5% | +4.6% |
| 3Y | +60.4% | +143.6% | -83.2% | +7.6% |
| 5Y | +27.0% | +124.4% | -97.4% | -12.8% |
| 10Y | +83.1% | +295.4% | -212.3% | -2.3% |
| All | +628.3% | +284.8% | +343.5% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling