-42.8%
ETHA vs AGNC
+13.3%
-56.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.6% |
| 7D | +3.5% | -4.7% | +8.2% | +7.8% |
| 30D | +35.3% | -5.7% | +41.0% | +42.2% |
| 3M | +50.9% | +1.9% | +49.0% | +46.9% |
| 6M | +22.1% | +1.8% | +20.3% | +18.4% |
| YTD | -14.6% | +3.4% | -18.0% | -15.0% |
| 1Y | -42.8% | +13.6% | -56.4% | -47.9% |
| All | -42.8% | +13.3% | -56.1% | -47.9% |
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 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