+19.6%
AGNC vs VMC
-8.5%
+28.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -0.1% |
| 30D | +0.9% | -8.2% | +9.2% | +3.2% |
| 3M | +7.0% | -7.0% | +14.0% | +8.8% |
| 6M | +3.9% | -10.8% | +14.7% | +5.6% |
| YTD | +8.5% | -7.4% | +15.9% | +9.0% |
| 1Y | +19.6% | -9.5% | +29.0% | +20.6% |
| All | +19.6% | -8.5% | +28.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling