+628.3%
AGNC vs VMC
+327.4%
+300.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -4.7% | -3.8% | -0.9% | -3.8% |
| 30D | -5.7% | -9.7% | +4.0% | -3.2% |
| 3M | +1.9% | -9.6% | +11.5% | +4.3% |
| 6M | +1.8% | -4.8% | +6.6% | +2.8% |
| YTD | +3.4% | -10.9% | +14.3% | +5.9% |
| 1Y | +13.6% | -15.6% | +29.2% | +17.8% |
| 3Y | +60.4% | +19.3% | +41.0% | +50.6% |
| 5Y | +27.0% | +48.0% | -21.0% | +11.9% |
| 10Y | +83.1% | +155.4% | -72.3% | +34.8% |
| All | +628.3% | +327.4% | +300.9% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling