+142.8%
EFA vs AGNC
+83.7%
+59.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -4.7% | +3.2% | +0.2% |
| 30D | -1.7% | -5.7% | +4.0% | +0.4% |
| 3M | +3.5% | +1.9% | +1.6% | +2.7% |
| 6M | +9.5% | +1.8% | +7.7% | +8.6% |
| YTD | +12.9% | +3.4% | +9.4% | +11.2% |
| 1Y | +18.2% | +13.6% | +4.6% | +12.6% |
| 3Y | +64.8% | +60.4% | +4.5% | +37.8% |
| 5Y | +53.9% | +27.0% | +26.9% | +37.8% |
| All | +142.8% | +83.7% | +59.1% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling