+80.6%
AGNC vs FFIV
+249.4%
-168.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -4.7% | +5.4% | -10.1% | -6.0% |
| 30D | -5.7% | -2.7% | -3.0% | -5.2% |
| 3M | +1.9% | +4.5% | -2.7% | +0.2% |
| 6M | +1.8% | +42.2% | -40.4% | -8.2% |
| YTD | +3.4% | +61.3% | -57.8% | -10.4% |
| 1Y | +13.6% | +23.0% | -9.4% | +5.6% |
| 3Y | +60.4% | +156.3% | -95.9% | +18.3% |
| 5Y | +27.0% | +102.9% | -75.9% | -2.4% |
| All | +80.6% | +249.4% | -168.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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