+26.4%
AGNC vs VMC
+47.0%
-20.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -4.7% | -3.8% | -0.9% | -3.4% |
| 30D | -5.7% | -9.7% | +4.0% | -2.3% |
| 3M | +1.9% | -9.6% | +11.5% | +5.2% |
| 6M | +1.8% | -4.8% | +6.6% | +3.1% |
| YTD | +3.4% | -10.9% | +14.3% | +6.4% |
| 1Y | +13.6% | -15.6% | +29.2% | +19.0% |
| 3Y | +60.4% | +19.3% | +41.0% | +43.2% |
| All | +26.4% | +47.0% | -20.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling