-42.7%
ETHA vs AGNC
+22.6%
-65.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +0.8% | -1.2% | +2.0% | +1.9% |
| 30D | +27.9% | +0.9% | +27.0% | +26.7% |
| 3M | +38.3% | +7.0% | +31.3% | +29.3% |
| 6M | +14.0% | +3.9% | +10.1% | +9.5% |
| YTD | -17.4% | +8.5% | -26.0% | -21.0% |
| 1Y | -42.7% | +19.6% | -62.2% | -49.2% |
| All | -42.7% | +22.6% | -65.2% | -49.2% |
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