+1.7%
AGNC vs VSAT
+61.3%
-59.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -3.2% |
| 7D | -4.4% | +3.4% | -7.8% | -4.7% |
| 30D | -5.4% | -12.2% | +6.8% | -4.5% |
| 3M | +3.5% | +20.6% | -17.2% | 0.0% |
| 6M | +1.7% | +60.2% | -58.5% | -8.9% |
| All | +1.7% | +61.3% | -59.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 6mo: compounded portfolio wealth divided by compounded VSAT 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…
6mo analysis · Full analysis span regression · 6 months rolling