+80.6%
AGNC vs VEU
+155.0%
-74.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | -4.7% | -1.4% | -3.3% | -3.6% |
| 30D | -5.7% | -0.4% | -5.3% | -5.4% |
| 3M | +1.9% | +2.5% | -0.7% | -0.3% |
| 6M | +1.8% | +11.1% | -9.4% | -6.8% |
| YTD | +3.4% | +16.5% | -13.1% | -8.8% |
| 1Y | +13.6% | +22.9% | -9.3% | -4.2% |
| 3Y | +60.4% | +73.4% | -13.0% | +2.7% |
| 5Y | +27.0% | +56.1% | -29.1% | -12.8% |
| All | +80.6% | +155.0% | -74.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling