+60.4%
AGNC vs EXR
+23.2%
+37.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -4.7% | -1.2% | -3.5% | -4.2% |
| 30D | -5.7% | -6.2% | +0.5% | -3.0% |
| 3M | +1.9% | -7.4% | +9.3% | +5.2% |
| 6M | +1.8% | -0.5% | +2.3% | +1.7% |
| YTD | +3.4% | +8.1% | -4.6% | -0.6% |
| 1Y | +13.6% | -2.9% | +16.5% | +14.2% |
| 3Y | +60.4% | +22.9% | +37.4% | +43.9% |
| All | +60.4% | +23.2% | +37.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling