+631.2%
AGNC vs VSH
+410.5%
+220.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -4.4% | +3.1% | -7.5% | -5.0% |
| 30D | -5.4% | -5.7% | +0.3% | -4.5% |
| 3M | +3.5% | -42.5% | +45.9% | +12.9% |
| 6M | +1.7% | +82.7% | -81.0% | -14.4% |
| YTD | +3.9% | +118.2% | -114.4% | -16.2% |
| 1Y | +13.8% | +109.7% | -95.8% | -8.1% |
| 3Y | +63.3% | +35.3% | +28.0% | +40.2% |
| 5Y | +27.5% | +65.6% | -38.1% | +3.6% |
| 10Y | +83.8% | +176.8% | -93.0% | +30.0% |
| All | +631.2% | +410.5% | +220.6% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling