+80.6%
AGNC vs ETSY
+431.9%
-351.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.7% | -4.9% | +0.2% | -4.2% |
| 30D | -5.7% | -8.6% | +3.0% | -4.8% |
| 3M | +1.9% | +4.8% | -2.9% | +1.1% |
| 6M | +1.8% | +38.1% | -36.3% | -2.4% |
| YTD | +3.4% | +31.2% | -27.8% | -0.6% |
| 1Y | +13.6% | +22.1% | -8.5% | +9.3% |
| 3Y | +60.4% | +12.2% | +48.1% | +52.8% |
| 5Y | +27.0% | -66.5% | +93.4% | +31.4% |
| All | +80.6% | +431.9% | -351.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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