+1,726.2%
BE vs AGNC
+62.2%
+1,664.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.1% |
| 7D | +9.0% | -4.7% | +13.7% | +14.2% |
| 30D | +16.3% | -5.7% | +21.9% | +22.9% |
| 3M | +10.8% | +1.9% | +8.9% | +6.6% |
| 6M | +73.2% | +1.8% | +71.4% | +67.1% |
| YTD | +217.4% | +3.4% | +213.9% | +203.1% |
| 1Y | +309.8% | +13.6% | +296.2% | +255.3% |
| 3Y | +1,726.2% | +60.4% | +1,665.8% | +1,067.4% |
| All | +1,726.2% | +62.2% | +1,664.0% | +1,067.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling