+26.4%
AGNC vs VIG
+63.0%
-36.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.1% |
| 7D | -4.7% | -1.1% | -3.6% | -3.7% |
| 30D | -5.7% | -2.7% | -2.9% | -3.0% |
| 3M | +1.9% | +2.5% | -0.7% | -0.6% |
| 6M | +1.8% | +9.2% | -7.4% | -6.6% |
| YTD | +3.4% | +9.8% | -6.4% | -5.7% |
| 1Y | +13.6% | +12.4% | +1.2% | +1.1% |
| 3Y | +60.4% | +55.9% | +4.5% | +1.8% |
| All | +26.4% | +63.0% | -36.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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