+26.4%
AGNC vs VFC
-78.2%
+104.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | -5.7% | -9.0% | +3.3% | -4.2% |
| 3M | +1.9% | -24.2% | +26.0% | +6.3% |
| 6M | +1.8% | -18.5% | +20.3% | +4.6% |
| YTD | +3.4% | -25.9% | +29.3% | +7.7% |
| 1Y | +13.6% | -13.0% | +26.6% | +14.4% |
| 3Y | +60.4% | -20.3% | +80.7% | +51.4% |
| All | +26.4% | -78.2% | +104.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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