+80.6%
AGNC vs USFD
+307.1%
-226.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | -8.4% | +3.7% | -2.4% |
| 30D | -5.7% | -14.1% | +8.4% | -1.7% |
| 3M | +1.9% | +4.5% | -2.6% | +0.4% |
| 6M | +1.8% | +4.4% | -2.6% | +0.1% |
| YTD | +3.4% | +26.6% | -23.1% | -4.1% |
| 1Y | +13.6% | +19.4% | -5.8% | +6.9% |
| 3Y | +60.4% | +144.6% | -84.2% | +22.2% |
| 5Y | +27.0% | +194.5% | -167.6% | -9.7% |
| All | +80.6% | +307.1% | -226.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling