+628.3%
AGNC vs VYM
+485.7%
+142.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -5.7% | -2.2% | -3.4% | -4.1% |
| 3M | +1.9% | +3.1% | -1.2% | -0.3% |
| 6M | +1.8% | +9.7% | -7.9% | -4.8% |
| YTD | +3.4% | +14.9% | -11.4% | -6.4% |
| 1Y | +13.6% | +17.6% | -4.0% | +1.0% |
| 3Y | +60.4% | +65.3% | -4.9% | +11.9% |
| 5Y | +27.0% | +78.7% | -51.7% | -15.5% |
| 10Y | +83.1% | +208.2% | -125.1% | -15.8% |
| All | +628.3% | +485.7% | +142.6% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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