+1,444.8%
ETN vs AGNC
+622.7%
+822.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -4.7% | +8.2% | +5.7% |
| 30D | -7.5% | -5.7% | -1.8% | -5.2% |
| 3M | +8.3% | +1.9% | +6.5% | +7.1% |
| 6M | +20.2% | +1.8% | +18.4% | +18.8% |
| YTD | +34.7% | +3.4% | +31.2% | +32.2% |
| 1Y | +19.4% | +13.6% | +5.8% | +12.4% |
| 3Y | +85.5% | +60.4% | +25.1% | +49.2% |
| 5Y | +186.6% | +27.0% | +159.6% | +148.9% |
| 10Y | +724.7% | +83.1% | +641.6% | +491.7% |
| All | +1,444.8% | +622.7% | +822.1% | +437.4% |
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 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