+759.2%
AGNC vs VT
+374.2%
+385.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.3% |
| 3M | +7.0% | +2.4% | +4.6% | +5.3% |
| 6M | +3.9% | +12.0% | -8.1% | -3.2% |
| YTD | +8.5% | +15.3% | -6.8% | -0.8% |
| 1Y | +19.6% | +22.6% | -3.0% | +5.1% |
| 3Y | +66.1% | +74.7% | -8.6% | +17.5% |
| 5Y | +31.8% | +66.1% | -34.3% | -3.8% |
| 10Y | +87.0% | +225.0% | -138.0% | -6.0% |
| All | +759.2% | +374.2% | +385.0% | +297.7% |
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