+81.7%
AGNC vs FTV
+83.2%
-1.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.7% | -4.0% | -0.7% | -3.3% |
| 30D | -5.7% | -11.0% | +5.4% | -1.6% |
| 3M | +1.9% | -8.4% | +10.3% | +4.9% |
| 6M | +1.8% | -2.6% | +4.4% | +2.3% |
| YTD | +3.4% | -0.6% | +4.1% | +2.5% |
| 1Y | +13.6% | +11.0% | +2.7% | +7.7% |
| 3Y | +60.4% | -6.3% | +66.7% | +60.3% |
| 5Y | +27.0% | -1.5% | +28.5% | +22.5% |
| 10Y | +83.1% | +78.8% | +4.3% | +53.9% |
| All | +81.7% | +83.2% | -1.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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