+339.1%
AGNC vs VIVK
-100.0%
+439.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.4% |
| 7D | -4.7% | -4.4% | -0.3% | -4.7% |
| 30D | -5.7% | -40.8% | +35.1% | -5.7% |
| 3M | +1.9% | -94.1% | +96.0% | +1.9% |
| 6M | +1.8% | -98.2% | +100.0% | +1.9% |
| YTD | +3.4% | -98.0% | +101.5% | +3.5% |
| 1Y | +13.6% | -100.0% | +113.6% | +13.8% |
| 3Y | +60.4% | -100.0% | +160.4% | +60.6% |
| 5Y | +27.0% | -100.0% | +127.0% | +27.1% |
| 10Y | +83.1% | -100.0% | +183.1% | +83.7% |
| All | +339.1% | -100.0% | +439.1% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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