+628.3%
AGNC vs VRSN
+788.3%
-160.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.7% | +0.2% | -4.9% | -4.8% |
| 30D | -5.7% | +3.8% | -9.4% | -6.6% |
| 3M | +1.9% | +5.0% | -3.1% | +0.2% |
| 6M | +1.8% | +24.9% | -23.1% | -4.6% |
| YTD | +3.4% | +21.6% | -18.2% | -2.7% |
| 1Y | +13.6% | +2.4% | +11.2% | +11.5% |
| 3Y | +60.4% | +47.3% | +13.0% | +41.7% |
| 5Y | +27.0% | +34.7% | -7.8% | +13.6% |
| 10Y | +83.1% | +298.1% | -215.0% | +22.6% |
| All | +628.3% | +788.3% | -160.0% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling