+43.8%
AGNCP vs VT
+65.7%
-21.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.7% |
| 3M | +3.2% | +4.0% | -0.8% | +2.1% |
| 6M | +6.6% | +12.3% | -5.7% | +3.3% |
| YTD | +8.2% | +14.0% | -5.9% | +4.3% |
| 1Y | +10.1% | +20.3% | -10.2% | +4.6% |
| 3Y | +47.1% | +75.4% | -28.3% | +22.9% |
| 5Y | +43.8% | +66.0% | -22.1% | +18.3% |
| All | +43.8% | +65.7% | -21.8% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling