+19.6%
AGNC vs VNQ
+9.6%
+10.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -1.2% | -1.3% | 0.0% | -0.3% |
| 30D | +0.9% | -2.9% | +3.9% | +3.1% |
| 3M | +7.0% | +0.8% | +6.2% | +6.1% |
| 6M | +3.9% | +2.5% | +1.4% | +0.5% |
| YTD | +8.5% | +10.6% | -2.1% | 0.0% |
| 1Y | +19.6% | +9.1% | +10.5% | +11.3% |
| All | +19.6% | +9.6% | +10.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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