+26.4%
AGNC vs VSXY
+22.6%
+3.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | -18.7% | +13.0% | -3.6% |
| 3M | +1.9% | -4.0% | +5.8% | +1.9% |
| 6M | +1.8% | +67.5% | -65.7% | -6.2% |
| YTD | +3.4% | +39.7% | -36.2% | -3.0% |
| 1Y | +13.6% | +180.0% | -166.4% | -3.5% |
| 3Y | +60.4% | +337.3% | -276.9% | +19.0% |
| All | +26.4% | +22.6% | +3.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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