+628.3%
AGNC vs VNQ
+198.0%
+430.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -4.7% | -1.3% | -3.4% | -4.1% |
| 30D | -5.7% | -2.6% | -3.1% | -4.5% |
| 3M | +1.9% | -2.0% | +3.9% | +2.8% |
| 6M | +1.8% | +4.3% | -2.5% | -0.2% |
| YTD | +3.4% | +9.2% | -5.8% | -0.7% |
| 1Y | +13.6% | +5.6% | +8.0% | +10.8% |
| 3Y | +60.4% | +30.8% | +29.5% | +42.3% |
| 5Y | +27.0% | +8.0% | +19.0% | +22.8% |
| 10Y | +83.1% | +63.7% | +19.4% | +47.9% |
| All | +628.3% | +198.0% | +430.3% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling