+19.6%
AGNC vs NVDX
+34.6%
-15.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -1.2% | +11.6% | -12.8% | -1.6% |
| 30D | +0.9% | +7.5% | -6.6% | +0.5% |
| 3M | +7.0% | +2.1% | +4.9% | +6.7% |
| 6M | +3.9% | +35.5% | -31.6% | +1.8% |
| YTD | +8.5% | +24.1% | -15.6% | +6.2% |
| 1Y | +19.6% | +33.0% | -13.4% | +19.7% |
| All | +19.6% | +34.6% | -15.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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