+139.6%
EFA vs AGNC
+622.7%
-483.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -4.7% | +3.2% | +0.3% |
| 30D | -1.7% | -5.7% | +4.0% | +0.6% |
| 3M | +3.5% | +1.9% | +1.6% | +2.6% |
| 6M | +9.5% | +1.8% | +7.7% | +8.5% |
| YTD | +12.9% | +3.4% | +9.4% | +11.0% |
| 1Y | +18.2% | +13.6% | +4.6% | +12.0% |
| 3Y | +64.8% | +60.4% | +4.5% | +34.6% |
| 5Y | +53.9% | +27.0% | +26.9% | +35.0% |
| 10Y | +144.8% | +83.1% | +61.7% | +76.9% |
| All | +139.6% | +622.7% | -483.1% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling