0.0%
AGNC vs VTR
+22.5%
-22.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.6% |
| 7D | +1.5% | +10.0% | -8.6% | +0.1% |
| 30D | +3.9% | +9.6% | -5.7% | +2.6% |
| 3M | -13.5% | -1.2% | -12.2% | -13.8% |
| 6M | -10.6% | +2.8% | -13.4% | -12.0% |
| YTD | -7.2% | +17.4% | -24.6% | -8.3% |
| 1Y | 0.0% | +22.0% | -22.0% | -0.9% |
| All | 0.0% | +22.5% | -22.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling