+26.4%
AGNC vs VO
+42.1%
-15.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.1% |
| 7D | -4.7% | -1.5% | -3.2% | -3.4% |
| 30D | -5.7% | -3.0% | -2.6% | -3.1% |
| 3M | +1.9% | +2.8% | -1.0% | -0.6% |
| 6M | +1.8% | +10.9% | -9.1% | -7.0% |
| YTD | +3.4% | +12.5% | -9.0% | -6.7% |
| 1Y | +13.6% | +12.0% | +1.6% | +2.7% |
| 3Y | +60.4% | +56.3% | +4.1% | +7.2% |
| All | +26.4% | +42.1% | -15.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling