+55.3%
BE vs AGNC
+2.0%
+53.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -9.0% |
| 7D | -12.1% | +1.5% | -13.6% | -13.1% |
| 30D | -30.1% | +3.9% | -34.0% | -32.3% |
| 3M | -12.1% | -13.5% | +1.3% | +0.6% |
| 6M | -30.6% | -10.6% | -20.0% | -24.7% |
| YTD | +130.6% | -7.2% | +137.8% | +116.0% |
| 1Y | +55.3% | 0.0% | +55.3% | +30.1% |
| All | +55.3% | +2.0% | +53.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling