+19.6%
AGNC vs NUE
+82.6%
-63.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.2% | +4.2% | -5.4% | -1.9% |
| 30D | +0.9% | -5.0% | +5.9% | +1.8% |
| 3M | +7.0% | -0.2% | +7.2% | +6.8% |
| 6M | +3.9% | +49.1% | -45.3% | -4.6% |
| YTD | +8.5% | +61.0% | -52.5% | -1.0% |
| 1Y | +19.6% | +82.5% | -63.0% | +7.3% |
| All | +19.6% | +82.6% | -63.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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