-1.2%
AGNC vs NTRA
+85.0%
-86.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | 0.0% |
| 7D | -0.1% | -16.6% | +16.5% | +1.4% |
| 30D | +2.8% | -9.2% | +12.0% | +3.5% |
| 3M | -14.2% | +32.5% | -46.7% | -16.9% |
| 6M | -11.7% | +75.9% | -87.6% | -17.2% |
| YTD | -7.7% | +58.8% | -66.5% | -15.3% |
| 1Y | -1.2% | +82.0% | -83.1% | -8.9% |
| All | -1.2% | +85.0% | -86.2% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling