+26.4%
AGNC vs VSH
+74.2%
-47.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.5% |
| 7D | -4.7% | +4.8% | -9.5% | -5.5% |
| 30D | -5.7% | -0.7% | -5.0% | -5.8% |
| 3M | +1.9% | -43.1% | +44.9% | +11.3% |
| 6M | +1.8% | +91.8% | -90.0% | -18.0% |
| YTD | +3.4% | +131.6% | -128.2% | -21.0% |
| 1Y | +13.6% | +118.1% | -104.5% | -12.7% |
| 3Y | +60.4% | +40.9% | +19.5% | +36.6% |
| All | +26.4% | +74.2% | -47.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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