+628.3%
AGNC vs VSAT
+268.6%
+359.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -5.7% | -14.8% | +9.1% | -3.7% |
| 3M | +1.9% | +2.2% | -0.3% | +0.1% |
| 6M | +1.8% | +60.2% | -58.4% | -7.6% |
| YTD | +3.4% | +115.6% | -112.2% | -11.0% |
| 1Y | +13.6% | +132.9% | -119.3% | -4.5% |
| 3Y | +60.4% | +216.1% | -155.7% | +14.2% |
| 5Y | +27.0% | +52.9% | -26.0% | -2.5% |
| 10Y | +83.1% | +3.1% | +80.0% | +40.9% |
| All | +628.3% | +268.6% | +359.7% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling