+60.4%
AGNCP vs VT
+118.9%
-58.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | -0.1% | -2.0% | +1.9% | +1.0% |
| 30D | +1.0% | -1.4% | +2.5% | +1.8% |
| 3M | +3.2% | +4.7% | -1.5% | +0.4% |
| 6M | +6.8% | +11.4% | -4.6% | +0.2% |
| YTD | +8.5% | +13.1% | -4.6% | +0.7% |
| 1Y | +10.5% | +19.0% | -8.5% | -0.5% |
| 3Y | +47.5% | +73.9% | -26.4% | +2.7% |
| 5Y | +45.5% | +65.4% | -19.8% | +4.0% |
| All | +60.4% | +118.9% | -58.4% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling