+118.8%
AGNC vs NTRA
+1,727.4%
-1,608.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | -5.7% | +4.1% | -9.8% | -6.0% |
| 3M | +1.9% | +50.0% | -48.2% | -1.9% |
| 6M | +1.8% | +67.3% | -65.5% | -3.1% |
| YTD | +3.4% | +43.6% | -40.1% | -0.4% |
| 1Y | +13.6% | +89.2% | -75.6% | +6.7% |
| 3Y | +60.4% | +502.5% | -442.2% | +35.5% |
| 5Y | +27.0% | +173.8% | -146.8% | +8.8% |
| 10Y | +83.1% | +3,189.3% | -3,106.2% | +35.8% |
| All | +118.8% | +1,727.4% | -1,608.5% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling