+55.4%
AGNCP vs VT
+115.0%
-59.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.4% | +2.4% | -3.7% | -2.6% |
| 30D | -2.2% | -1.5% | -0.7% | -1.5% |
| 3M | -2.7% | -4.1% | +1.5% | -0.6% |
| 6M | +1.0% | +0.6% | +0.5% | +0.3% |
| YTD | +5.1% | +11.0% | -6.0% | -1.6% |
| 1Y | +5.8% | +13.3% | -7.6% | -2.2% |
| 3Y | +46.4% | +73.4% | -27.0% | +1.8% |
| 5Y | +38.5% | +57.4% | -18.9% | +2.6% |
| All | +55.4% | +115.0% | -59.5% | -28.3% |
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