-1.2%
AGNC vs VEEV
+5.5%
-6.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +2.8% | +9.4% | -6.6% | +2.3% |
| 3M | -14.2% | +45.2% | -59.4% | -15.9% |
| 6M | -11.7% | +81.1% | -92.8% | -14.4% |
| YTD | -7.7% | +38.9% | -46.6% | -10.4% |
| 1Y | -1.2% | +5.0% | -6.2% | -5.6% |
| All | -1.2% | +5.5% | -6.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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