+26.4%
AGNC vs VRSK
-11.8%
+38.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -5.2% | +0.5% | -3.4% |
| 30D | -5.7% | -2.3% | -3.4% | -5.2% |
| 3M | +1.9% | -2.9% | +4.8% | +2.1% |
| 6M | +1.8% | -12.8% | +14.6% | +5.1% |
| YTD | +3.4% | -20.8% | +24.3% | +9.9% |
| 1Y | +13.6% | -33.2% | +46.8% | +28.7% |
| 3Y | +60.4% | -26.6% | +86.9% | +70.1% |
| All | +26.4% | -11.8% | +38.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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