+170.2%
AGNC vs UVXY
-100.0%
+270.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.9% |
| 7D | -4.7% | +2.8% | -7.5% | -4.5% |
| 30D | -5.7% | -11.4% | +5.7% | -6.4% |
| 3M | +1.9% | -41.5% | +43.4% | -1.4% |
| 6M | +1.8% | -61.0% | +62.8% | -3.3% |
| YTD | +3.4% | -49.8% | +53.3% | +0.7% |
| 1Y | +13.6% | -66.4% | +80.1% | +8.4% |
| 3Y | +60.4% | -94.8% | +155.1% | +48.0% |
| 5Y | +27.0% | -99.7% | +126.7% | +5.6% |
| 10Y | +83.1% | -100.0% | +183.1% | +32.8% |
| All | +170.2% | -100.0% | +270.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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