+628.3%
AGNC vs VTR
+269.2%
+359.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -5.7% | +1.1% | -6.8% | -6.1% |
| 3M | +1.9% | +7.9% | -6.0% | -1.1% |
| 6M | +1.8% | +6.2% | -4.4% | -0.8% |
| YTD | +3.4% | +17.7% | -14.3% | -2.8% |
| 1Y | +13.6% | +32.9% | -19.3% | +2.3% |
| 3Y | +60.4% | +129.7% | -69.3% | +18.9% |
| 5Y | +27.0% | +89.3% | -62.3% | -0.6% |
| 10Y | +83.1% | +99.1% | -16.0% | +26.8% |
| All | +628.3% | +269.2% | +359.1% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling