+80.6%
AGNC vs VNQ
+64.0%
+16.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -4.7% | -1.3% | -3.4% | -3.8% |
| 30D | -5.7% | -2.6% | -3.1% | -3.9% |
| 3M | +1.9% | -2.0% | +3.9% | +3.2% |
| 6M | +1.8% | +4.3% | -2.5% | -1.3% |
| YTD | +3.4% | +9.2% | -5.8% | -2.9% |
| 1Y | +13.6% | +5.6% | +8.0% | +9.1% |
| 3Y | +60.4% | +30.8% | +29.5% | +32.5% |
| 5Y | +27.0% | +8.0% | +19.0% | +18.0% |
| All | +80.6% | +64.0% | +16.6% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling