+129.5%
AGNC vs VEEV
+590.5%
-461.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -4.7% | -4.6% | -0.1% | -4.3% |
| 30D | -5.7% | +8.6% | -14.3% | -6.6% |
| 3M | +1.9% | +62.4% | -60.6% | -3.1% |
| 6M | +1.8% | +40.3% | -38.5% | -2.0% |
| YTD | +3.4% | +17.5% | -14.1% | +1.1% |
| 1Y | +13.6% | -6.1% | +19.7% | +13.4% |
| 3Y | +60.4% | +16.7% | +43.7% | +55.3% |
| 5Y | +27.0% | -13.3% | +40.3% | +22.7% |
| 10Y | +83.1% | +550.5% | -467.4% | +61.4% |
| All | +129.5% | +590.5% | -461.1% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling