+26.4%
AGNC vs VRSN
+33.8%
-7.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | -5.7% | +3.8% | -9.4% | -6.8% |
| 3M | +1.9% | +5.0% | -3.1% | 0.0% |
| 6M | +1.8% | +24.9% | -23.1% | -6.5% |
| YTD | +3.4% | +21.6% | -18.2% | -4.5% |
| 1Y | +13.6% | +2.4% | +11.2% | +11.7% |
| 3Y | +60.4% | +47.3% | +13.0% | +32.9% |
| All | +26.4% | +33.8% | -7.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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