+26.4%
AGNC vs VEEV
-13.7%
+40.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -4.6% | -0.1% | -3.8% |
| 30D | -5.7% | +8.6% | -14.3% | -7.5% |
| 3M | +1.9% | +62.4% | -60.6% | -8.0% |
| 6M | +1.8% | +40.3% | -38.5% | -5.8% |
| YTD | +3.4% | +17.5% | -14.1% | -0.9% |
| 1Y | +13.6% | -6.1% | +19.7% | +14.1% |
| 3Y | +60.4% | +16.7% | +43.7% | +49.3% |
| All | +26.4% | -13.7% | +40.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling