+302.7%
AGNC vs VCLT
+100.6%
+202.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -1.4% | -3.3% | -3.7% |
| 30D | -5.7% | -1.2% | -4.5% | -4.8% |
| 3M | +1.9% | -4.8% | +6.6% | +5.7% |
| 6M | +1.8% | -2.6% | +4.4% | +4.0% |
| YTD | +3.4% | -3.3% | +6.8% | +6.3% |
| 1Y | +13.6% | -4.8% | +18.4% | +18.0% |
| 3Y | +60.4% | +11.5% | +48.8% | +49.6% |
| 5Y | +27.0% | -17.0% | +43.9% | +41.3% |
| 10Y | +83.1% | +16.7% | +66.3% | +72.2% |
| All | +302.7% | +100.6% | +202.0% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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