+18.2%
EWJ vs AGNC
+2.0%
+16.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.1% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -5.5% | +3.9% | -9.4% | -6.9% |
| 3M | -0.8% | -13.5% | +12.7% | +5.5% |
| 6M | +7.1% | -10.6% | +17.7% | +11.8% |
| YTD | +16.9% | -7.2% | +24.1% | +18.6% |
| 1Y | +18.2% | 0.0% | +18.2% | +14.9% |
| All | +18.2% | +2.0% | +16.2% | +14.9% |
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