-1.2%
AGNC vs VNQ
+11.6%
-12.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.9% |
| 7D | -0.1% | +2.5% | -2.6% | -2.1% |
| 30D | +2.8% | +7.0% | -4.2% | -2.7% |
| 3M | -14.2% | -1.9% | -12.3% | -13.4% |
| 6M | -11.7% | +2.3% | -13.9% | -13.8% |
| YTD | -7.7% | +11.8% | -19.6% | -16.8% |
| 1Y | -1.2% | +11.9% | -13.0% | -11.0% |
| All | -1.2% | +11.6% | -12.8% | -11.0% |
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