+54.3%
AGNC vs VXX
-99.0%
+153.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -1.0% |
| 7D | -4.7% | +2.0% | -6.7% | -4.4% |
| 30D | -5.7% | -7.1% | +1.4% | -6.6% |
| 3M | +1.9% | -28.6% | +30.5% | -2.8% |
| 6M | +1.8% | -44.0% | +45.8% | -5.5% |
| YTD | +3.4% | -31.7% | +35.2% | -0.4% |
| 1Y | +13.6% | -46.3% | +60.0% | +6.2% |
| 3Y | +60.4% | -78.3% | +138.6% | +43.2% |
| 5Y | +27.0% | -95.8% | +122.8% | -5.0% |
| All | +54.3% | -99.0% | +153.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling