+628.3%
AGNC vs VICR
+1,592.5%
-964.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -1.8% |
| 7D | -4.7% | +5.0% | -9.7% | -5.3% |
| 30D | -5.7% | -12.5% | +6.8% | -4.5% |
| 3M | +1.9% | -33.6% | +35.5% | +5.4% |
| 6M | +1.8% | +10.7% | -8.9% | -3.1% |
| YTD | +3.4% | +80.6% | -77.1% | -8.2% |
| 1Y | +13.6% | +288.4% | -274.8% | -9.9% |
| 3Y | +60.4% | +213.8% | -153.4% | +24.5% |
| 5Y | +27.0% | +58.8% | -31.9% | +1.1% |
| 10Y | +83.1% | +1,671.8% | -1,588.7% | -3.6% |
| All | +628.3% | +1,592.5% | -964.2% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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