+26.9%
AGNC vs NTRA
+182.5%
-155.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.1% |
| 7D | -5.3% | +4.1% | -9.4% | -5.8% |
| 30D | -6.9% | +10.3% | -17.2% | -8.1% |
| 3M | +1.2% | +61.2% | -60.0% | -5.3% |
| 6M | +5.6% | +81.9% | -76.4% | -3.2% |
| YTD | +2.8% | +49.2% | -46.4% | -3.5% |
| 1Y | +13.5% | +102.8% | -89.3% | +2.0% |
| 3Y | +55.3% | +549.7% | -494.4% | +17.1% |
| 5Y | +26.9% | +184.7% | -157.8% | -4.1% |
| All | +26.9% | +182.5% | -155.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling