+602.3%
AGNC vs VT
+360.7%
+241.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | -1.0% | -1.7% | +0.8% | 0.0% |
| 3M | -19.2% | -2.3% | -16.9% | -18.1% |
| 6M | -15.7% | +1.5% | -17.2% | -16.7% |
| YTD | -11.3% | +12.0% | -23.3% | -17.5% |
| 1Y | -5.6% | +12.9% | -18.5% | -12.6% |
| 3Y | +56.2% | +74.9% | -18.8% | +10.2% |
| 5Y | +7.4% | +59.9% | -52.5% | -19.8% |
| 10Y | +51.9% | +224.6% | -172.7% | -23.4% |
| All | +602.3% | +360.7% | +241.7% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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